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 | 0.81% | 1.95 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,772 CHF | 48,533 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 1.88 CHF | 1.90 CHF | 30,000 | 25,000 | 27,694 | 23,353 | 55,011 CHF | 46,779 CHF | 94.92% | 94.92% |
18/11/2024 | 0.76% | 2.17 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,542 CHF | 54,196 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 2.16 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,185 CHF | 54,728 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 2.25 CHF | 2.26 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,721 CHF | 56,013 CHF | 99.44% | 99.44% |
13/11/2024 | 0.76% | 2.21 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 65,013 CHF | 54,512 CHF | 98.88% | 98.88% |
12/11/2024 | 0.68% | 2.29 CHF | 2.31 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,047 CHF | 58,771 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 2.38 CHF | 2.40 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,949 CHF | 61,211 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 2.36 CHF | 2.37 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,045 CHF | 58,774 CHF | 100.00% | 100.00% |
07/11/2024 | 0.72% | 2.31 CHF | 2.33 CHF | 30,000 | 25,000 | 30,000 | 24,741 | 71,027 CHF | 59,002 CHF | 99.06% | 99.06% |