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 | 0.73% | 2.10 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,545 CHF | 52,500 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 2.04 CHF | 2.06 CHF | 30,000 | 25,000 | 27,694 | 23,353 | 59,442 CHF | 50,545 CHF | 94.92% | 94.92% |
18/11/2024 | 0.71% | 2.33 CHF | 2.35 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,342 CHF | 58,196 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 2.32 CHF | 2.34 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,985 CHF | 58,728 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 2.41 CHF | 2.42 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,521 CHF | 60,013 CHF | 99.44% | 99.44% |
13/11/2024 | 0.70% | 2.37 CHF | 2.38 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 69,813 CHF | 58,506 CHF | 98.88% | 98.88% |
12/11/2024 | 0.68% | 2.45 CHF | 2.47 CHF | 30,000 | 25,000 | 27,746 | 25,000 | 69,198 CHF | 62,801 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 2.54 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,791 CHF | 65,231 CHF | 100.00% | 100.00% |
08/11/2024 | 0.64% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 27,652 | 25,000 | 68,983 CHF | 62,794 CHF | 100.00% | 100.00% |
07/11/2024 | 0.71% | 2.47 CHF | 2.49 CHF | 30,000 | 25,000 | 25,814 | 24,741 | 65,209 CHF | 62,987 CHF | 99.06% | 99.06% |