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 | 0.73% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,719 CHF | 69,219 CHF | 99.14% | 99.20% |
19/11/2024 | 0.74% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,062 CHF | 67,562 CHF | 99.26% | 99.26% |
18/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,296 CHF | 75,796 CHF | 16.92% | 99.29% |
15/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,197 CHF | 73,697 CHF | 98.78% | 99.30% |
14/11/2024 | 0.63% | 1.58 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,889 CHF | 79,389 CHF | 0.69% | 98.55% |
13/11/2024 | 0.65% | 1.63 CHF | 1.62 CHF | 50,000 | 50,000 | 44,404 | 44,404 | 68,619 CHF | 69,063 CHF | 94.63% | 99.46% |
12/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,864 CHF | 39,114 CHF | 97.91% | 98.92% |
11/11/2024 | 0.73% | 1.54 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,292 CHF | 34,542 CHF | 99.35% | 99.35% |
08/11/2024 | 0.88% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,307 CHF | 28,557 CHF | 99.46% | 99.46% |
07/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,101 CHF | 29,351 CHF | 98.63% | 98.63% |