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 | 1.36% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,446 CHF | 36,946 CHF | 99.95% | 99.95% |
19/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,602 CHF | 35,102 CHF | 99.80% | 99.80% |
18/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,161 CHF | 34,661 CHF | 99.90% | 99.90% |
15/11/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,537 CHF | 32,037 CHF | 100.00% | 100.00% |
14/11/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,100 CHF | 29,600 CHF | 99.58% | 99.58% |
13/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,116 CHF | 29,616 CHF | 99.94% | 99.94% |
12/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,887 CHF | 31,387 CHF | 99.76% | 99.76% |
11/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,419 CHF | 33,919 CHF | 99.78% | 99.78% |
08/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,739 CHF | 31,239 CHF | 99.88% | 99.88% |
07/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,643 CHF | 33,143 CHF | 99.89% | 99.89% |