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% | 2.24 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,512 CHF | 55,801 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 2.18 CHF | 2.19 CHF | 30,000 | 25,000 | 27,694 | 23,353 | 63,099 CHF | 53,634 CHF | 94.92% | 94.92% |
18/11/2024 | 0.66% | 2.47 CHF | 2.48 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 73,305 CHF | 61,490 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 2.45 CHF | 2.47 CHF | 30,000 | 25,000 | 29,716 | 25,000 | 73,246 CHF | 62,026 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,149 | 25,000 | 63,280 CHF | 63,308 CHF | 99.44% | 99.44% |
13/11/2024 | 0.68% | 2.50 CHF | 2.52 CHF | 25,000 | 25,000 | 29,127 | 24,964 | 71,573 CHF | 61,805 CHF | 98.88% | 98.88% |
12/11/2024 | 0.65% | 2.58 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,672 CHF | 66,098 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 2.68 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,094 CHF | 68,523 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 2.65 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,696 CHF | 66,095 CHF | 100.00% | 100.00% |
07/11/2024 | 0.64% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 24,741 | 24,741 | 65,803 CHF | 66,220 CHF | 99.06% | 99.06% |