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 | 2.00% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,698 CHF | 25,198 CHF | 100.00% | 100.00% |
19/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,656 CHF | 27,156 CHF | 99.94% | 99.94% |
18/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,856 CHF | 26,356 CHF | 100.00% | 100.00% |
15/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,703 CHF | 26,203 CHF | 100.00% | 100.00% |
14/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,239 CHF | 24,739 CHF | 99.44% | 99.44% |
13/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 49,819 | 49,819 | 23,871 CHF | 24,373 CHF | 98.88% | 98.88% |
12/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,865 CHF | 23,365 CHF | 100.00% | 100.00% |
11/11/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,317 CHF | 21,817 CHF | 100.00% | 100.00% |
08/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,994 CHF | 21,494 CHF | 88.69% | 88.69% |
07/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 19,960 CHF | 20,447 CHF | 99.06% | 99.06% |