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 | 2.12% | 2.09 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,455 CHF | 55,713 CHF | 100.00% | 100.00% |
19/11/2024 | 1.34% | 2.12 CHF | 2.15 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,852 CHF | 53,929 CHF | 99.99% | 99.99% |
18/11/2024 | 1.39% | 2.34 CHF | 2.37 CHF | 30,000 | 25,000 | 30,000 | 23,911 | 68,723 CHF | 55,502 CHF | 99.38% | 99.38% |
15/11/2024 | 1.19% | 2.27 CHF | 2.30 CHF | 30,000 | 25,000 | 29,957 | 24,969 | 70,254 CHF | 59,261 CHF | 99.69% | 99.69% |
14/11/2024 | 1.27% | 2.33 CHF | 2.36 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,242 CHF | 55,905 CHF | 94.35% | 94.35% |
13/11/2024 | 1.41% | 2.05 CHF | 2.08 CHF | 50,000 | 50,000 | 49,579 | 49,418 | 98,715 CHF | 99,788 CHF | 99.25% | 99.25% |
12/11/2024 | 1.35% | 1.86 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,699 CHF | 52,116 CHF | 98.32% | 98.32% |
11/11/2024 | 1.19% | 2.33 CHF | 2.36 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,712 CHF | 59,632 CHF | 92.92% | 92.92% |
08/11/2024 | 1.33% | 2.26 CHF | 2.29 CHF | 30,000 | 25,000 | 24,798 | 21,638 | 59,731 CHF | 52,889 CHF | 88.53% | 88.53% |
07/11/2024 | 0.99% | 3.04 CHF | 3.07 CHF | 25,000 | 25,000 | 24,731 | 24,731 | 75,363 CHF | 76,106 CHF | 95.57% | 95.57% |