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 | 0.40% | 2.49 CHF | 2.50 CHF | 30,000 | 25,000 | 26,077 | 25,000 | 65,327 CHF | 62,900 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,760 | 25,000 | 65,802 CHF | 64,176 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 27,805 | 25,000 | 69,469 CHF | 62,816 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 2.44 CHF | 2.45 CHF | 30,000 | 25,000 | 22,220 | 20,444 | 55,263 CHF | 51,145 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,320 | 25,000 | 64,674 CHF | 64,128 CHF | 99.44% | 99.44% |
13/11/2024 | 0.43% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 27,692 | 24,280 | 67,702 CHF | 59,799 CHF | 98.42% | 98.42% |
12/11/2024 | 0.35% | 2.68 CHF | 2.70 CHF | 12,500 | 12,500 | 24,525 | 24,525 | 73,510 CHF | 73,760 CHF | 99.23% | 99.23% |
11/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,495 CHF | 78,745 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,569 CHF | 75,819 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 25,000 | 25,000 | 24,740 | 24,221 | 75,654 CHF | 74,328 CHF | 99.06% | 99.06% |