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 | 0.67% | 2.34 CHF | 2.35 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,472 CHF | 58,283 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 2.27 CHF | 2.29 CHF | 30,000 | 25,000 | 27,499 | 23,353 | 65,300 CHF | 55,886 CHF | 94.92% | 94.92% |
18/11/2024 | 0.61% | 2.56 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,535 CHF | 63,924 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 2.55 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,052 CHF | 64,463 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,351 CHF | 65,763 CHF | 99.44% | 99.44% |
13/11/2024 | 0.63% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,120 | 24,964 | 64,202 CHF | 64,218 CHF | 98.88% | 98.88% |
12/11/2024 | 0.59% | 2.68 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,098 CHF | 68,500 CHF | 100.00% | 100.00% |
11/11/2024 | 0.62% | 2.77 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,523 CHF | 70,961 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 2.75 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,121 CHF | 68,524 CHF | 100.00% | 100.00% |
07/11/2024 | 0.61% | 2.70 CHF | 2.72 CHF | 25,000 | 25,000 | 24,741 | 24,741 | 68,214 CHF | 68,629 CHF | 99.06% | 99.06% |