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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.05% | 3.64 CHF | 3.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,714 CHF | 92,764 CHF | 94.85% | 94.85% |
22/11/2024 | 0.05% | 3.73 CHF | 3.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,914 CHF | 92,964 CHF | 71.91% | 71.91% |
20/11/2024 | 0.05% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,155 CHF | 91,205 CHF | 99.99% | 99.99% |
19/11/2024 | 0.05% | 3.65 CHF | 3.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,425 CHF | 91,475 CHF | 100.00% | 100.00% |
18/11/2024 | 0.05% | 3.70 CHF | 3.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,412 CHF | 91,462 CHF | 99.77% | 99.77% |
15/11/2024 | 0.05% | 3.66 CHF | 3.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,323 CHF | 91,373 CHF | 100.00% | 100.00% |
14/11/2024 | 0.06% | 3.63 CHF | 3.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,182 CHF | 180,282 CHF | 95.92% | 95.92% |
13/11/2024 | 0.06% | 3.51 CHF | 3.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,418 CHF | 175,518 CHF | 97.72% | 97.72% |
12/11/2024 | 0.06% | 3.50 CHF | 3.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,205 CHF | 89,255 CHF | 98.70% | 98.70% |
11/11/2024 | 0.05% | 3.61 CHF | 3.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,093 CHF | 91,143 CHF | 95.92% | 95.92% |