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 | 1.55% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,065 CHF | 32,565 CHF | 99.96% | 99.96% |
19/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,645 CHF | 33,145 CHF | 99.81% | 99.81% |
18/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,875 CHF | 34,375 CHF | 99.93% | 99.93% |
15/11/2024 | 1.49% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,446 CHF | 33,946 CHF | 100.00% | 100.00% |
14/11/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,124 CHF | 30,624 CHF | 99.66% | 99.66% |
13/11/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,980 CHF | 27,480 CHF | 99.96% | 99.96% |
12/11/2024 | 2.01% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,706 CHF | 25,206 CHF | 99.77% | 99.77% |
11/11/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,847 CHF | 34,347 CHF | 99.81% | 99.81% |
08/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,445 CHF | 34,945 CHF | 99.82% | 99.82% |
07/11/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,008 CHF | 33,508 CHF | 99.90% | 99.90% |