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 | 0.46% | 2.17 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,695 CHF | 54,996 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,224 CHF | 56,270 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.30 CHF | 2.31 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,597 CHF | 54,914 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 2.13 CHF | 2.14 CHF | 30,000 | 25,000 | 23,622 | 20,444 | 51,308 CHF | 44,683 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,155 CHF | 56,213 CHF | 99.44% | 99.44% |
13/11/2024 | 0.49% | 2.38 CHF | 2.39 CHF | 30,000 | 25,000 | 29,220 | 24,280 | 62,383 CHF | 52,105 CHF | 98.42% | 98.42% |
12/11/2024 | 0.39% | 2.37 CHF | 2.39 CHF | 12,500 | 12,500 | 24,529 | 24,525 | 65,763 CHF | 66,003 CHF | 99.23% | 99.23% |
11/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,606 CHF | 70,856 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,675 CHF | 67,925 CHF | 100.00% | 100.00% |
07/11/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 24,740 | 24,221 | 67,832 CHF | 66,671 CHF | 99.06% | 99.06% |