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 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,856 CHF | 65,356 CHF | 99.96% | 99.96% |
19/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,253 CHF | 66,753 CHF | 99.81% | 99.81% |
18/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,038 CHF | 66,538 CHF | 99.90% | 99.90% |
15/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,868 CHF | 65,368 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,386 CHF | 63,886 CHF | 99.57% | 99.57% |
13/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,547 CHF | 63,047 CHF | 99.93% | 99.93% |
12/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,001 CHF | 62,501 CHF | 99.76% | 99.76% |
11/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,206 CHF | 60,706 CHF | 99.81% | 99.81% |
08/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,443 CHF | 60,943 CHF | 99.81% | 99.81% |
07/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,803 CHF | 59,303 CHF | 99.90% | 99.90% |