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 | 0.65% | 1.51 CHF | 1.52 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,040 CHF | 38,400 CHF | 100.00% | 100.00% |
19/11/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,127 CHF | 39,704 CHF | 100.00% | 100.00% |
18/11/2024 | 0.66% | 1.64 CHF | 1.65 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,905 CHF | 38,316 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 1.46 CHF | 1.47 CHF | 40,000 | 25,000 | 29,977 | 20,444 | 45,193 CHF | 31,131 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,039 CHF | 39,649 CHF | 99.44% | 99.44% |
13/11/2024 | 0.71% | 1.72 CHF | 1.73 CHF | 30,000 | 25,000 | 38,426 | 24,280 | 56,485 CHF | 36,026 CHF | 98.42% | 98.42% |
12/11/2024 | 0.52% | 1.70 CHF | 1.72 CHF | 12,500 | 12,500 | 29,335 | 24,525 | 59,224 CHF | 49,740 CHF | 99.23% | 99.23% |
11/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,827 CHF | 54,273 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,357 CHF | 51,381 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 30,000 | 25,000 | 30,000 | 24,221 | 62,390 CHF | 50,642 CHF | 99.06% | 99.06% |