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 | 0.71% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,344 CHF | 70,844 CHF | 99.97% | 99.97% |
19/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,898 CHF | 69,398 CHF | 99.81% | 99.81% |
18/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,912 CHF | 72,412 CHF | 99.91% | 99.91% |
15/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,302 CHF | 73,802 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,452 CHF | 69,952 CHF | 99.65% | 99.65% |
13/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,999 CHF | 68,499 CHF | 99.96% | 99.96% |
12/11/2024 | 0.69% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,316 CHF | 72,816 CHF | 99.81% | 99.81% |
11/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,031 CHF | 75,531 CHF | 99.79% | 99.79% |
08/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,506 CHF | 72,006 CHF | 99.88% | 99.88% |
07/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,300 CHF | 68,800 CHF | 99.89% | 99.89% |