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 | 0.80% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,197 CHF | 62,697 CHF | 98.56% | 98.56% |
19/11/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,328 CHF | 55,828 CHF | 94.48% | 94.48% |
18/11/2024 | 0.67% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,273 | 50,273 | 75,408 CHF | 75,911 CHF | 94.55% | 94.55% |
15/11/2024 | 0.86% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,449 CHF | 58,949 CHF | 99.43% | 99.43% |
14/11/2024 | 0.86% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,087 CHF | 58,587 CHF | 94.98% | 94.98% |
13/11/2024 | 0.90% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 44,113 | 44,113 | 49,207 CHF | 49,649 CHF | 89.93% | 89.93% |
12/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 25,000 | 25,000 | 29,633 | 29,633 | 29,502 CHF | 29,799 CHF | 99.46% | 99.46% |
11/11/2024 | 0.92% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,365 | 25,365 | 27,318 CHF | 27,572 CHF | 97.85% | 97.85% |
08/11/2024 | 1.36% | 0.86 CHF | 0.87 CHF | 38,000 | 38,000 | 38,247 | 38,247 | 28,048 CHF | 28,430 CHF | 99.27% | 99.27% |
07/11/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 41,962 | 41,962 | 28,484 CHF | 28,904 CHF | 98.64% | 98.64% |