Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,949 CHF | 59,449 CHF | 99.38% | 99.38% |
19/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,528 CHF | 57,028 CHF | 99.25% | 99.25% |
18/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,813 CHF | 56,313 CHF | 99.23% | 99.23% |
15/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,735 CHF | 57,235 CHF | 99.38% | 99.38% |
14/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,150 | 50,150 | 58,755 CHF | 59,257 CHF | 99.35% | 99.35% |
13/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 69,673 | 69,673 | 67,114 CHF | 67,811 CHF | 99.36% | 99.36% |
12/11/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,429 CHF | 53,929 CHF | 99.09% | 99.09% |
11/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,979 CHF | 57,479 CHF | 99.25% | 99.25% |
08/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,340 CHF | 54,840 CHF | 99.38% | 99.38% |
07/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,836 CHF | 52,336 CHF | 99.28% | 99.28% |