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 | 1.59% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,303 CHF | 31,803 CHF | 99.37% | 99.37% |
19/11/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 49,997 | 49,997 | 24,612 CHF | 25,112 CHF | 99.83% | 99.83% |
18/11/2024 | 1.56% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 41,426 | 41,426 | 26,352 CHF | 26,766 CHF | 98.41% | 98.41% |
15/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 26,365 CHF | 26,765 CHF | 99.83% | 99.83% |
14/11/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,746 CHF | 33,246 CHF | 98.68% | 98.68% |
13/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 25,148 CHF | 25,548 CHF | 100.00% | 100.00% |
12/11/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 28,060 CHF | 28,460 CHF | 99.87% | 99.87% |
11/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 32,374 CHF | 32,774 CHF | 99.90% | 99.90% |
08/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 40,000 | 40,000 | 39,985 | 39,985 | 31,481 CHF | 31,881 CHF | 98.09% | 98.09% |
07/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 34,445 CHF | 34,845 CHF | 99.99% | 99.99% |