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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,640 CHF | 16,140 CHF | 100.00% | 100.00% |
22/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,804 CHF | 21,304 CHF | 100.00% | 100.00% |
20/11/2024 | 2.46% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,171 CHF | 20,671 CHF | 99.95% | 99.95% |
19/11/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,952 CHF | 21,452 CHF | 99.78% | 99.78% |
18/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,108 CHF | 25,608 CHF | 99.91% | 99.91% |
15/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,026 CHF | 25,526 CHF | 100.00% | 100.00% |
14/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,183 CHF | 25,683 CHF | 99.78% | 99.78% |
13/11/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,550 CHF | 28,050 CHF | 99.95% | 99.95% |
12/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,992 CHF | 25,492 CHF | 99.82% | 99.82% |
11/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,025 CHF | 27,525 CHF | 99.84% | 99.84% |