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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,213 CHF | 45,713 CHF | 100.00% | 100.00% |
22/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,684 CHF | 46,184 CHF | 100.00% | 100.00% |
20/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,601 CHF | 45,101 CHF | 99.96% | 99.96% |
19/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,966 CHF | 46,466 CHF | 99.82% | 99.82% |
18/11/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,438 CHF | 43,938 CHF | 99.89% | 99.89% |
15/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,108 CHF | 40,608 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,262 CHF | 40,762 CHF | 99.48% | 99.48% |
13/11/2024 | 1.83% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,176 CHF | 27,676 CHF | 99.96% | 99.96% |
12/11/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,960 CHF | 25,460 CHF | 99.77% | 99.77% |
11/11/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,227 CHF | 21,727 CHF | 99.77% | 99.77% |