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 | 2.64% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,677 CHF | 19,177 CHF | 99.97% | 99.97% |
19/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,395 CHF | 19,895 CHF | 99.88% | 99.88% |
18/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,225 CHF | 19,725 CHF | 99.95% | 99.95% |
15/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,272 CHF | 19,772 CHF | 100.00% | 100.00% |
14/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,690 CHF | 20,190 CHF | 99.78% | 99.78% |
13/11/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,036 CHF | 20,536 CHF | 99.94% | 99.94% |
12/11/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,990 CHF | 19,490 CHF | 99.77% | 99.77% |
11/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,933 CHF | 18,433 CHF | 99.82% | 99.82% |
08/11/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,018 CHF | 18,518 CHF | 99.83% | 99.83% |
07/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,611 CHF | 18,111 CHF | 99.90% | 99.90% |