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 | 0.72% | 1.36 CHF | 1.37 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,040 CHF | 34,650 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,127 CHF | 35,954 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 1.49 CHF | 1.50 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,939 CHF | 34,587 CHF | 100.00% | 100.00% |
15/11/2024 | 0.97% | 1.31 CHF | 1.32 CHF | 40,000 | 25,000 | 29,977 | 20,444 | 40,696 CHF | 28,064 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,039 CHF | 35,899 CHF | 99.44% | 99.44% |
13/11/2024 | 0.79% | 1.57 CHF | 1.58 CHF | 40,000 | 25,000 | 42,067 | 24,280 | 55,267 CHF | 32,384 CHF | 98.42% | 98.42% |
12/11/2024 | 0.56% | 1.55 CHF | 1.57 CHF | 12,500 | 12,500 | 29,340 | 24,525 | 54,832 CHF | 46,062 CHF | 99.23% | 99.23% |
11/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,327 CHF | 50,523 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,857 CHF | 47,631 CHF | 100.00% | 100.00% |
07/11/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 24,221 | 57,920 CHF | 47,034 CHF | 99.06% | 99.06% |