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 | 0.38% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,225 CHF | 65,475 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,499 CHF | 66,749 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,139 CHF | 65,389 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 20,444 | 20,444 | 52,987 CHF | 53,232 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,417 CHF | 66,667 CHF | 99.44% | 99.44% |
13/11/2024 | 0.41% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 26,417 | 24,280 | 67,275 CHF | 62,277 CHF | 98.42% | 98.42% |
12/11/2024 | 0.34% | 2.78 CHF | 2.80 CHF | 12,500 | 12,500 | 24,525 | 24,525 | 75,963 CHF | 76,212 CHF | 99.23% | 99.23% |
11/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,023 CHF | 81,273 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,113 CHF | 78,363 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 3.14 CHF | 3.15 CHF | 25,000 | 25,000 | 24,740 | 24,221 | 78,178 CHF | 76,800 CHF | 99.06% | 99.06% |