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% | 2.28 CHF | 2.29 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,995 CHF | 57,746 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.29 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,524 CHF | 59,020 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,897 CHF | 57,664 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 2.23 CHF | 2.24 CHF | 30,000 | 25,000 | 23,622 | 20,444 | 53,883 CHF | 46,907 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,432 CHF | 58,943 CHF | 99.44% | 99.44% |
13/11/2024 | 0.47% | 2.49 CHF | 2.50 CHF | 30,000 | 25,000 | 29,205 | 24,280 | 65,559 CHF | 54,775 CHF | 98.42% | 98.42% |
12/11/2024 | 0.37% | 2.47 CHF | 2.49 CHF | 12,500 | 12,500 | 24,525 | 24,525 | 68,407 CHF | 68,657 CHF | 99.23% | 99.23% |
11/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,297 CHF | 73,547 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,406 CHF | 70,656 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 25,000 | 25,000 | 24,740 | 24,221 | 70,535 CHF | 69,318 CHF | 99.06% | 99.06% |