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 | 0.86% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,888 CHF | 58,388 CHF | 99.96% | 99.96% |
19/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,841 CHF | 56,341 CHF | 99.81% | 99.81% |
18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,262 CHF | 55,762 CHF | 99.91% | 99.91% |
15/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,256 CHF | 52,756 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,092 CHF | 49,592 CHF | 99.54% | 99.54% |
13/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,143 CHF | 49,643 CHF | 99.94% | 99.94% |
12/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,197 CHF | 51,697 CHF | 99.81% | 99.81% |
11/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,134 CHF | 54,634 CHF | 99.79% | 99.79% |
08/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,962 CHF | 51,462 CHF | 99.88% | 99.88% |
07/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,167 CHF | 53,667 CHF | 99.89% | 99.89% |