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 | 0.86% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,655 CHF | 58,155 CHF | 99.97% | 99.97% |
19/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,378 CHF | 54,878 CHF | 99.80% | 99.80% |
18/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,567 CHF | 56,067 CHF | 99.91% | 99.91% |
15/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,655 CHF | 57,155 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,943 CHF | 59,443 CHF | 99.65% | 99.65% |
13/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,759 CHF | 58,259 CHF | 99.95% | 99.95% |
12/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,301 CHF | 57,801 CHF | 99.81% | 99.81% |
11/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,601 CHF | 60,101 CHF | 99.78% | 99.78% |
08/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,784 CHF | 57,284 CHF | 99.88% | 99.88% |
07/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,776 CHF | 57,276 CHF | 99.90% | 99.90% |