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 | 0.91% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,491 CHF | 54,991 CHF | 99.40% | 99.40% |
19/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,461 CHF | 54,961 CHF | 98.91% | 98.91% |
18/11/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,376 CHF | 59,876 CHF | 99.26% | 99.26% |
15/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,425 CHF | 63,925 CHF | 99.47% | 99.47% |
14/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,531 CHF | 65,031 CHF | 99.42% | 99.42% |
13/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 43,889 | 43,889 | 52,243 CHF | 52,682 CHF | 99.14% | 99.14% |
12/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,863 CHF | 30,113 CHF | 98.68% | 98.68% |
11/11/2024 | 1.01% | 1.12 CHF | 1.13 CHF | 25,000 | 25,000 | 33,685 | 33,685 | 32,808 CHF | 33,145 CHF | 99.27% | 99.27% |
08/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 34,864 CHF | 35,244 CHF | 99.45% | 99.45% |
07/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 35,805 CHF | 36,185 CHF | 99.29% | 99.29% |