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 | 1.11% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,657 CHF | 45,157 CHF | 100.00% | 100.00% |
19/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,675 CHF | 44,175 CHF | 100.00% | 100.00% |
18/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,400 CHF | 40,900 CHF | 100.00% | 100.00% |
15/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,113 CHF | 40,613 CHF | 100.00% | 100.00% |
14/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,717 CHF | 44,217 CHF | 100.00% | 100.00% |
13/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 38,691 CHF | 39,141 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 44,224 CHF | 44,674 CHF | 100.00% | 100.00% |
11/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 47,857 CHF | 48,307 CHF | 100.00% | 100.00% |
08/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 44,478 CHF | 44,928 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 45,459 CHF | 45,909 CHF | 100.00% | 100.00% |