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 | 1.20% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,433 CHF | 41,933 CHF | 99.55% | 99.55% |
19/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,193 CHF | 40,693 CHF | 99.51% | 99.51% |
18/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,408 CHF | 41,908 CHF | 99.56% | 99.56% |
15/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,524 CHF | 40,024 CHF | 98.91% | 98.91% |
14/11/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,809 CHF | 43,409 CHF | 99.54% | 99.54% |
13/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,093 CHF | 34,593 CHF | 99.50% | 99.50% |
12/11/2024 | 1.23% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,332 CHF | 40,832 CHF | 99.49% | 99.49% |
11/11/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,153 CHF | 39,653 CHF | 99.55% | 99.55% |
08/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 33,858 CHF | 34,308 CHF | 98.98% | 99.02% |
07/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,375 CHF | 47,875 CHF | 99.47% | 99.47% |