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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,985 CHF | 31,485 CHF | 100.00% | 100.00% |
22/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,037 CHF | 34,537 CHF | 100.00% | 100.00% |
20/11/2024 | 1.52% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,766 CHF | 33,266 CHF | 99.97% | 99.97% |
19/11/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,169 CHF | 35,669 CHF | 99.80% | 99.80% |
18/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,734 CHF | 35,234 CHF | 99.89% | 99.89% |
15/11/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,814 CHF | 35,314 CHF | 100.00% | 100.00% |
14/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,798 CHF | 37,298 CHF | 99.61% | 99.61% |
13/11/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,414 CHF | 38,914 CHF | 99.93% | 99.93% |
12/11/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,469 CHF | 33,969 CHF | 99.76% | 99.76% |
11/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,580 CHF | 30,080 CHF | 99.81% | 99.81% |