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 | 1.34% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 46,080 CHF | 46,698 CHF | 100.00% | 100.00% |
19/11/2024 | 1.28% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,817 CHF | 47,422 CHF | 100.00% | 100.00% |
18/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,360 CHF | 45,860 CHF | 100.00% | 100.00% |
15/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,247 CHF | 43,747 CHF | 100.00% | 100.00% |
14/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,955 CHF | 44,455 CHF | 99.27% | 99.27% |
13/11/2024 | 1.45% | 0.86 CHF | 0.88 CHF | 50,000 | 50,000 | 49,375 | 49,375 | 42,717 CHF | 43,338 CHF | 99.40% | 99.40% |
12/11/2024 | 1.20% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,723 CHF | 48,301 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,036 CHF | 52,536 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,426 CHF | 52,926 CHF | 100.00% | 100.00% |
07/11/2024 | 1.08% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 51,583 CHF | 52,100 CHF | 99.06% | 99.06% |