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 | 0.60% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 28,369 | 25,000 | 70,295 CHF | 62,371 CHF | 100.00% | 100.00% |
19/11/2024 | 0.68% | 2.44 CHF | 2.45 CHF | 30,000 | 25,000 | 24,987 | 23,353 | 63,287 CHF | 59,745 CHF | 94.92% | 94.92% |
18/11/2024 | 0.58% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,641 CHF | 68,035 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 2.71 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,182 CHF | 68,571 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 2.80 CHF | 2.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,460 CHF | 69,851 CHF | 99.44% | 99.44% |
13/11/2024 | 0.60% | 2.76 CHF | 2.78 CHF | 25,000 | 25,000 | 24,964 | 24,964 | 67,929 CHF | 68,336 CHF | 98.88% | 98.88% |
12/11/2024 | 0.59% | 2.84 CHF | 2.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,222 CHF | 72,652 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 2.94 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,692 CHF | 75,071 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 2.91 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,249 CHF | 72,645 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 2.87 CHF | 2.88 CHF | 25,000 | 25,000 | 24,741 | 24,741 | 72,289 CHF | 72,704 CHF | 99.06% | 99.06% |