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 | 0.41% | 2.43 CHF | 2.44 CHF | 30,000 | 25,000 | 29,997 | 25,000 | 73,281 CHF | 61,323 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 30,000 | 25,000 | 26,388 | 25,000 | 65,733 CHF | 62,607 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.55 CHF | 2.56 CHF | 25,000 | 25,000 | 29,140 | 25,000 | 71,004 CHF | 61,249 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 2.38 CHF | 2.39 CHF | 30,000 | 25,000 | 23,622 | 20,444 | 57,290 CHF | 49,856 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 25,000 | 25,000 | 27,849 | 25,000 | 69,325 CHF | 62,539 CHF | 99.44% | 99.44% |
13/11/2024 | 0.44% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 28,186 | 24,280 | 67,154 CHF | 58,249 CHF | 98.42% | 98.42% |
12/11/2024 | 0.36% | 2.62 CHF | 2.64 CHF | 12,500 | 12,500 | 24,525 | 24,525 | 71,908 CHF | 72,158 CHF | 99.23% | 99.23% |
11/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,906 CHF | 77,156 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,974 CHF | 74,224 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 25,000 | 25,000 | 24,740 | 24,221 | 74,066 CHF | 72,774 CHF | 99.06% | 99.06% |