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 | 0.43% | 2.32 CHF | 2.33 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,107 CHF | 58,673 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,645 CHF | 59,954 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.45 CHF | 2.46 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,004 CHF | 58,587 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 2.27 CHF | 2.28 CHF | 30,000 | 25,000 | 23,622 | 20,444 | 54,788 CHF | 47,691 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,579 CHF | 59,899 CHF | 99.44% | 99.44% |
13/11/2024 | 0.46% | 2.53 CHF | 2.54 CHF | 25,000 | 25,000 | 29,070 | 24,280 | 66,324 CHF | 55,693 CHF | 98.42% | 98.42% |
12/11/2024 | 0.37% | 2.51 CHF | 2.53 CHF | 12,500 | 12,500 | 24,525 | 24,525 | 69,356 CHF | 69,606 CHF | 99.23% | 99.23% |
11/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,273 CHF | 74,523 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,381 CHF | 71,631 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 25,000 | 25,000 | 24,740 | 24,221 | 71,498 CHF | 70,261 CHF | 99.06% | 99.06% |