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 | 0.76% | 1.29 CHF | 1.30 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,394 CHF | 32,996 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 1.30 CHF | 1.31 CHF | 40,000 | 25,000 | 40,001 | 25,000 | 54,433 CHF | 34,270 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 1.42 CHF | 1.43 CHF | 40,000 | 25,000 | 40,953 | 25,000 | 53,443 CHF | 32,914 CHF | 100.00% | 100.00% |
15/11/2024 | 1.04% | 1.25 CHF | 1.26 CHF | 40,000 | 25,000 | 31,030 | 20,444 | 40,003 CHF | 26,712 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,382 CHF | 34,239 CHF | 99.44% | 99.44% |
13/11/2024 | 0.84% | 1.51 CHF | 1.52 CHF | 40,000 | 25,000 | 43,662 | 24,280 | 54,423 CHF | 30,788 CHF | 98.42% | 98.42% |
12/11/2024 | 0.58% | 1.49 CHF | 1.51 CHF | 12,500 | 12,500 | 29,356 | 24,525 | 52,923 CHF | 44,444 CHF | 99.23% | 99.23% |
11/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,357 CHF | 48,881 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,869 CHF | 45,974 CHF | 100.00% | 100.00% |
07/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 24,221 | 55,902 CHF | 45,405 CHF | 99.06% | 99.06% |