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 | 0.46% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,714 CHF | 32,864 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 0.73 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,390 CHF | 35,540 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 0.59 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,732 CHF | 30,882 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 0.61 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,922 CHF | 30,072 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,036 CHF | 33,186 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 0.73 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,693 CHF | 36,843 CHF | 97.93% | 97.93% |
12/11/2024 | 0.46% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,723 CHF | 32,873 CHF | 98.96% | 98.96% |
11/11/2024 | 0.65% | 0.50 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,033 CHF | 23,183 CHF | 97.90% | 97.90% |
08/11/2024 | 0.63% | 0.51 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,995 CHF | 12,070 CHF | 96.45% | 96.45% |
07/11/2024 | 0.88% | 0.28 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,348 CHF | 17,498 CHF | 97.75% | 97.75% |