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 | 0.60% | 1.64 CHF | 1.65 CHF | 40,000 | 25,000 | 38,300 | 25,000 | 63,314 CHF | 41,602 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 40,000 | 25,000 | 32,085 | 25,000 | 54,546 CHF | 42,877 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 30,000 | 25,000 | 36,996 | 25,000 | 60,847 CHF | 41,519 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 1.59 CHF | 1.60 CHF | 40,000 | 25,000 | 29,616 | 20,444 | 48,404 CHF | 33,733 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 30,000 | 25,000 | 31,064 | 25,000 | 52,864 CHF | 42,846 CHF | 99.44% | 99.44% |
13/11/2024 | 0.65% | 1.85 CHF | 1.86 CHF | 30,000 | 25,000 | 35,999 | 24,280 | 57,205 CHF | 39,117 CHF | 98.42% | 98.42% |
12/11/2024 | 0.49% | 1.83 CHF | 1.85 CHF | 12,500 | 12,500 | 29,335 | 24,525 | 62,966 CHF | 52,868 CHF | 99.23% | 99.23% |
11/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,668 CHF | 57,473 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,183 CHF | 54,569 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 24,221 | 66,226 CHF | 53,740 CHF | 99.06% | 99.06% |