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 | 0.86% | 1.84 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,472 CHF | 45,783 CHF | 100.00% | 100.00% |
19/11/2024 | 0.92% | 1.77 CHF | 1.79 CHF | 30,000 | 25,000 | 28,084 | 23,353 | 52,612 CHF | 44,240 CHF | 94.92% | 94.92% |
18/11/2024 | 0.75% | 2.07 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,276 CHF | 51,446 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 2.05 CHF | 2.07 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,885 CHF | 51,978 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 2.14 CHF | 2.15 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,460 CHF | 53,290 CHF | 99.44% | 99.44% |
13/11/2024 | 0.81% | 2.10 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 61,737 CHF | 51,793 CHF | 98.88% | 98.88% |
12/11/2024 | 0.71% | 2.18 CHF | 2.20 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,783 CHF | 56,051 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 2.28 CHF | 2.29 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,686 CHF | 58,481 CHF | 100.00% | 100.00% |
08/11/2024 | 0.72% | 2.25 CHF | 2.26 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,806 CHF | 56,076 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 2.20 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 24,741 | 67,757 CHF | 56,307 CHF | 99.06% | 99.06% |