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 | 1.95% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,387 CHF | 25,887 CHF | 99.98% | 99.98% |
19/11/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,299 CHF | 23,799 CHF | 99.74% | 99.74% |
18/11/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,040 CHF | 25,540 CHF | 99.90% | 99.90% |
15/11/2024 | 2.05% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,227 CHF | 24,727 CHF | 100.00% | 100.00% |
14/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,156 CHF | 26,656 CHF | 99.66% | 99.66% |
13/11/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,718 CHF | 26,218 CHF | 99.93% | 99.93% |
12/11/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,933 CHF | 29,433 CHF | 99.78% | 99.78% |
11/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,817 CHF | 32,317 CHF | 99.81% | 99.81% |
08/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,341 CHF | 28,841 CHF | 99.86% | 99.86% |
07/11/2024 | 1.72% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,751 CHF | 29,251 CHF | 99.90% | 99.90% |