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 | 0.74% | 2.03 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,212 CHF | 50,551 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 1.96 CHF | 1.98 CHF | 30,000 | 25,000 | 27,694 | 23,353 | 57,227 CHF | 48,677 CHF | 94.92% | 94.92% |
18/11/2024 | 0.73% | 2.25 CHF | 2.27 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,942 CHF | 56,196 CHF | 100.00% | 100.00% |
15/11/2024 | 0.72% | 2.24 CHF | 2.26 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,585 CHF | 56,728 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 2.33 CHF | 2.34 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,160 CHF | 58,013 CHF | 99.44% | 99.44% |
13/11/2024 | 0.73% | 2.29 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 67,413 CHF | 56,509 CHF | 98.88% | 98.88% |
12/11/2024 | 0.66% | 2.37 CHF | 2.39 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,447 CHF | 60,771 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 2.46 CHF | 2.48 CHF | 30,000 | 25,000 | 26,008 | 25,000 | 65,286 CHF | 63,231 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 2.44 CHF | 2.45 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,474 CHF | 60,794 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 2.39 CHF | 2.41 CHF | 30,000 | 25,000 | 30,000 | 24,741 | 73,427 CHF | 61,008 CHF | 99.06% | 99.06% |