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 | 0.48% | 2.07 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,525 CHF | 52,354 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,082 CHF | 53,651 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,438 CHF | 52,282 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 2.02 CHF | 2.03 CHF | 30,000 | 25,000 | 23,622 | 20,444 | 48,818 CHF | 42,524 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,991 CHF | 53,576 CHF | 99.44% | 99.44% |
13/11/2024 | 0.51% | 2.28 CHF | 2.29 CHF | 30,000 | 25,000 | 29,220 | 24,280 | 59,301 CHF | 49,543 CHF | 98.42% | 98.42% |
12/11/2024 | 0.40% | 2.26 CHF | 2.28 CHF | 12,500 | 12,500 | 24,546 | 24,525 | 63,232 CHF | 63,432 CHF | 99.23% | 99.23% |
11/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,995 CHF | 68,245 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,093 CHF | 65,343 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 24,740 | 24,221 | 65,297 CHF | 64,190 CHF | 99.06% | 99.06% |