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 | 0.97% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,398 CHF | 51,898 CHF | 99.73% | 99.73% |
19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,654 CHF | 53,154 CHF | 99.51% | 99.51% |
18/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,494 CHF | 51,994 CHF | 99.88% | 99.88% |
15/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,263 CHF | 47,763 CHF | 99.61% | 99.61% |
14/11/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,677 CHF | 46,177 CHF | 99.73% | 99.73% |
13/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,815 CHF | 47,315 CHF | 99.94% | 99.94% |
12/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,343 CHF | 44,843 CHF | 99.84% | 99.84% |
11/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,336 CHF | 41,836 CHF | 99.80% | 99.80% |
08/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,549 CHF | 41,049 CHF | 99.83% | 99.83% |
07/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,248 CHF | 39,748 CHF | 99.88% | 99.88% |