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 | 1.22% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,743 CHF | 41,243 CHF | 100.00% | 100.00% |
19/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,054 CHF | 39,554 CHF | 99.91% | 99.91% |
18/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,202 CHF | 40,702 CHF | 99.91% | 99.91% |
15/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,857 CHF | 40,357 CHF | 100.00% | 100.00% |
14/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,094 CHF | 39,594 CHF | 100.00% | 100.00% |
13/11/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,404 CHF | 39,904 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,499 CHF | 41,999 CHF | 99.71% | 99.71% |
11/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,367 CHF | 42,867 CHF | 99.85% | 99.85% |
08/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,224 CHF | 42,724 CHF | 100.00% | 100.00% |
07/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,465 CHF | 43,965 CHF | 99.90% | 99.90% |