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 | 0.88% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,590 CHF | 57,090 CHF | 100.00% | 100.00% |
19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,683 CHF | 56,183 CHF | 99.91% | 99.91% |
18/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 17,873 | 17,872 | 19,415 CHF | 19,592 CHF | 99.89% | 99.89% |
15/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
14/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
13/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
12/11/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.72% | 99.72% |
11/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.91% | 99.91% |
08/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
07/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.91% | 99.91% |