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 | 0.68% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,464 CHF | 73,964 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,501 CHF | 73,058 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,501 CHF | 73,064 CHF | 100.00% | 100.00% |
15/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,573 CHF | 74,073 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,644 CHF | 74,144 CHF | 99.52% | 99.52% |
13/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 49,882 | 49,704 | 78,125 CHF | 78,351 CHF | 99.32% | 99.32% |
12/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,168 CHF | 77,668 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,216 CHF | 74,741 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,283 CHF | 73,832 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 49,478 | 48,695 | 70,124 CHF | 69,500 CHF | 98.51% | 98.51% |