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 | 0.84% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,953 CHF | 59,453 CHF | 99.95% | 99.95% |
19/11/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,123 CHF | 58,623 CHF | 99.92% | 99.92% |
18/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,062 CHF | 54,562 CHF | 99.90% | 99.90% |
15/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,241 CHF | 54,741 CHF | 100.00% | 100.00% |
14/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,089 CHF | 54,589 CHF | 99.84% | 99.84% |
13/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,833 CHF | 52,333 CHF | 99.95% | 99.95% |
12/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,456 CHF | 54,956 CHF | 99.83% | 99.83% |
11/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,434 CHF | 52,934 CHF | 99.89% | 99.89% |
08/11/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,209 CHF | 48,709 CHF | 99.88% | 99.88% |
07/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,643 CHF | 48,143 CHF | 99.91% | 99.91% |