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 | 0.51% | 1.95 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,035 CHF | 49,446 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 1.96 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,570 CHF | 50,725 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 2.08 CHF | 2.09 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,915 CHF | 49,346 CHF | 100.00% | 100.00% |
15/11/2024 | 0.67% | 1.90 CHF | 1.91 CHF | 30,000 | 25,000 | 23,622 | 20,444 | 46,066 CHF | 40,142 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,500 CHF | 50,667 CHF | 99.44% | 99.44% |
13/11/2024 | 0.55% | 2.16 CHF | 2.17 CHF | 30,000 | 25,000 | 29,220 | 24,280 | 55,903 CHF | 46,720 CHF | 98.42% | 98.42% |
12/11/2024 | 0.42% | 2.14 CHF | 2.16 CHF | 12,500 | 12,500 | 28,626 | 24,525 | 70,441 CHF | 60,609 CHF | 99.23% | 99.23% |
11/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,131 CHF | 65,381 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 27,564 | 25,000 | 68,541 CHF | 62,457 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,225 | 24,221 | 63,639 CHF | 61,387 CHF | 99.06% | 99.06% |