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 | 1.12% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,436 CHF | 44,936 CHF | 99.97% | 99.97% |
19/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,907 CHF | 43,407 CHF | 99.85% | 99.85% |
18/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,851 CHF | 43,351 CHF | 99.89% | 99.89% |
15/11/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,343 CHF | 38,843 CHF | 99.43% | 99.43% |
14/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,268 CHF | 35,768 CHF | 99.75% | 99.75% |
13/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,296 CHF | 38,796 CHF | 99.72% | 99.72% |
12/11/2024 | 1.49% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,415 CHF | 33,915 CHF | 93.53% | 93.53% |
11/11/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,212 CHF | 31,712 CHF | 99.88% | 99.88% |
08/11/2024 | 1.70% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,278 CHF | 29,778 CHF | 99.88% | 99.88% |
07/11/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,678 CHF | 30,178 CHF | 74.47% | 74.47% |