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 | 1.63% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,447 CHF | 30,947 CHF | 99.97% | 99.97% |
19/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,109 CHF | 30,609 CHF | 99.85% | 99.85% |
18/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,269 CHF | 32,769 CHF | 99.89% | 99.89% |
15/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,369 CHF | 33,869 CHF | 100.00% | 100.00% |
14/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,443 CHF | 33,943 CHF | 99.60% | 99.60% |
13/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,364 CHF | 32,864 CHF | 99.97% | 99.97% |
12/11/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,117 CHF | 35,617 CHF | 99.82% | 99.82% |
11/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,129 CHF | 37,629 CHF | 99.82% | 99.82% |
08/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,981 CHF | 35,481 CHF | 99.82% | 99.82% |
07/11/2024 | 1.45% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,151 CHF | 34,651 CHF | 99.89% | 99.89% |