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 | 1.25% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,907 CHF | 40,407 CHF | 99.38% | 99.38% |
19/11/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,797 CHF | 38,297 CHF | 99.29% | 99.29% |
18/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,460 CHF | 39,960 CHF | 99.30% | 99.30% |
15/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,995 CHF | 40,495 CHF | 99.38% | 99.38% |
14/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,787 CHF | 38,287 CHF | 99.35% | 99.35% |
13/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,408 CHF | 40,908 CHF | 99.37% | 99.37% |
12/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,663 CHF | 40,163 CHF | 99.09% | 99.09% |
11/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,694 CHF | 41,194 CHF | 99.29% | 99.29% |
08/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,366 CHF | 37,866 CHF | 99.39% | 99.39% |
07/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,365 CHF | 35,865 CHF | 99.28% | 99.28% |