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 | 0.60% | 1.65 CHF | 1.66 CHF | 40,000 | 25,000 | 34,671 | 25,000 | 57,703 CHF | 41,900 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 1.66 CHF | 1.67 CHF | 40,000 | 25,000 | 31,996 | 25,000 | 54,779 CHF | 43,176 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 1.78 CHF | 1.79 CHF | 30,000 | 25,000 | 36,129 | 25,000 | 59,838 CHF | 41,816 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 1.60 CHF | 1.61 CHF | 40,000 | 25,000 | 28,245 | 20,444 | 46,458 CHF | 33,971 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 30,000 | 25,000 | 30,787 | 25,000 | 52,750 CHF | 43,128 CHF | 99.44% | 99.44% |
13/11/2024 | 0.65% | 1.86 CHF | 1.87 CHF | 30,000 | 25,000 | 35,801 | 24,280 | 57,298 CHF | 39,403 CHF | 98.42% | 98.42% |
12/11/2024 | 0.48% | 1.84 CHF | 1.86 CHF | 12,500 | 12,500 | 29,335 | 24,525 | 63,280 CHF | 53,131 CHF | 99.23% | 99.23% |
11/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,968 CHF | 57,723 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,483 CHF | 54,819 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 30,000 | 25,000 | 30,000 | 24,221 | 66,568 CHF | 54,017 CHF | 99.06% | 99.06% |