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 | 1.84% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,937 CHF | 27,437 CHF | 99.56% | 99.56% |
19/11/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,049 CHF | 25,549 CHF | 99.49% | 99.49% |
18/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,494 CHF | 28,994 CHF | 99.48% | 99.48% |
15/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,475 CHF | 29,975 CHF | 99.53% | 99.53% |
14/11/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,313 CHF | 31,913 CHF | 99.56% | 99.56% |
13/11/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,694 CHF | 27,194 CHF | 99.55% | 99.55% |
12/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,510 CHF | 29,010 CHF | 99.53% | 99.53% |
11/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,792 CHF | 29,292 CHF | 99.51% | 99.51% |
08/11/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,809 CHF | 29,309 CHF | 99.52% | 99.52% |
07/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,920 CHF | 28,420 CHF | 99.50% | 99.50% |