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 | 0.89% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,943 CHF | 56,443 CHF | 99.38% | 99.38% |
19/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 60,751 | 60,750 | 60,405 CHF | 61,012 CHF | 99.29% | 99.29% |
18/11/2024 | 0.94% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,975 CHF | 53,475 CHF | 99.31% | 99.31% |
15/11/2024 | 0.78% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,046 CHF | 64,546 CHF | 99.39% | 99.39% |
14/11/2024 | 0.84% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,292 CHF | 59,792 CHF | 99.34% | 99.34% |
13/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,883 CHF | 62,383 CHF | 99.38% | 99.38% |
12/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,819 CHF | 60,319 CHF | 99.08% | 99.08% |
11/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,255 CHF | 63,755 CHF | 99.30% | 99.30% |
08/11/2024 | 0.97% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 58,226 | 58,226 | 59,388 CHF | 59,971 CHF | 99.39% | 99.39% |
07/11/2024 | 0.81% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,670 CHF | 62,170 CHF | 99.25% | 99.25% |