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 | 0.33% | 0.57 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,910 CHF | 14,960 CHF | 99.99% | 99.99% |
19/11/2024 | 0.33% | 0.60 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,264 CHF | 15,314 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 0.64 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,017 CHF | 15,067 CHF | 99.77% | 99.77% |
15/11/2024 | 0.34% | 0.61 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,801 CHF | 14,851 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 0.57 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,401 CHF | 27,501 CHF | 95.92% | 95.92% |
13/11/2024 | 0.44% | 0.46 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,580 CHF | 22,680 CHF | 97.72% | 97.72% |
12/11/2024 | 0.39% | 0.44 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,866 CHF | 12,916 CHF | 98.70% | 98.70% |
11/11/2024 | 0.34% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,663 CHF | 14,713 CHF | 95.92% | 95.92% |
08/11/2024 | 0.33% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,334 CHF | 15,384 CHF | 84.64% | 84.64% |
07/11/2024 | 0.30% | 0.68 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,788 CHF | 16,838 CHF | 99.99% | 99.99% |