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 | 2.95% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,685 CHF | 17,185 CHF | 99.53% | 99.53% |
19/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,285 CHF | 17,785 CHF | 99.44% | 99.50% |
18/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,841 CHF | 18,341 CHF | 99.51% | 99.51% |
15/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,030 CHF | 19,530 CHF | 98.95% | 98.95% |
14/11/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 20,787 CHF | 21,387 CHF | 99.57% | 99.57% |
13/11/2024 | 2.60% | 0.31 CHF | 0.32 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 17,291 CHF | 17,741 CHF | 99.10% | 99.10% |
12/11/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 20,545 CHF | 20,995 CHF | 99.57% | 99.57% |
11/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 20,912 CHF | 21,362 CHF | 99.52% | 99.52% |
08/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 18,559 CHF | 18,959 CHF | 99.50% | 99.50% |
07/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 23,405 CHF | 23,855 CHF | 99.05% | 99.05% |