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 | 0.79% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,191 CHF | 69,736 CHF | 100.00% | 100.00% |
19/11/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,174 CHF | 71,699 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,612 CHF | 70,157 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,472 CHF | 71,024 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,740 CHF | 69,304 CHF | 99.52% | 99.52% |
13/11/2024 | 0.79% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,880 | 49,700 | 69,089 CHF | 69,385 CHF | 98.35% | 98.35% |
12/11/2024 | 0.91% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,362 CHF | 66,967 CHF | 99.93% | 99.93% |
11/11/2024 | 0.91% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,977 CHF | 64,560 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,006 CHF | 67,549 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 49,478 | 48,695 | 66,057 CHF | 65,553 CHF | 98.50% | 98.50% |