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 | 0.99% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 53,823 | 53,823 | 53,938 CHF | 54,476 CHF | 99.36% | 99.36% |
19/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 74,857 | 74,857 | 69,434 CHF | 70,183 CHF | 99.27% | 99.27% |
18/11/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 53,148 | 53,148 | 55,236 CHF | 55,768 CHF | 99.21% | 99.21% |
15/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,421 | 50,421 | 52,002 CHF | 52,506 CHF | 99.38% | 99.38% |
14/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 67,270 | 67,270 | 66,252 CHF | 66,925 CHF | 99.37% | 99.37% |
13/11/2024 | 1.10% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 73,720 | 73,720 | 66,809 CHF | 67,546 CHF | 96.01% | 96.01% |
12/11/2024 | 1.59% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 96,189 | 96,189 | 59,774 CHF | 60,736 CHF | 90.16% | 90.16% |
11/11/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,902 CHF | 61,902 CHF | 99.23% | 99.23% |
08/11/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 103,929 | 103,929 | 53,048 CHF | 54,087 CHF | 99.38% | 99.38% |
07/11/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 119,118 | 119,118 | 56,732 CHF | 57,924 CHF | 99.26% | 99.26% |