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 | 0.51% | 1.96 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,159 CHF | 49,549 CHF | 100.00% | 100.00% |
22/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,523 CHF | 49,853 CHF | 100.00% | 100.00% |
20/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,342 CHF | 47,202 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,870 CHF | 48,475 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 1.99 CHF | 2.00 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,229 CHF | 47,107 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 1.81 CHF | 1.82 CHF | 30,000 | 25,000 | 23,622 | 20,444 | 43,948 CHF | 38,308 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,800 CHF | 48,417 CHF | 99.44% | 99.44% |
13/11/2024 | 0.57% | 2.07 CHF | 2.08 CHF | 30,000 | 25,000 | 29,220 | 24,280 | 53,261 CHF | 44,524 CHF | 98.42% | 98.42% |
12/11/2024 | 0.44% | 2.05 CHF | 2.07 CHF | 12,500 | 12,500 | 29,335 | 24,525 | 69,473 CHF | 58,309 CHF | 99.23% | 99.23% |
11/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,502 | 25,000 | 64,020 CHF | 63,023 CHF | 100.00% | 100.00% |