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 | 2.41% | 2.07 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,161 CHF | 53,916 CHF | 100.00% | 100.00% |
19/11/2024 | 2.52% | 2.11 CHF | 2.16 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,439 CHF | 52,504 CHF | 84.85% | 84.85% |
18/11/2024 | 2.56% | 2.13 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,789 CHF | 53,682 CHF | 100.00% | 100.00% |
15/11/2024 | 2.63% | 2.19 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,269 CHF | 57,549 CHF | 100.00% | 100.00% |
14/11/2024 | 2.34% | 2.49 CHF | 2.55 CHF | 30,000 | 25,000 | 29,991 | 25,000 | 71,329 CHF | 60,868 CHF | 99.44% | 99.44% |
13/11/2024 | 2.54% | 2.29 CHF | 2.35 CHF | 30,000 | 25,000 | 30,000 | 24,838 | 68,622 CHF | 58,276 CHF | 98.88% | 98.88% |
12/11/2024 | 2.50% | 2.39 CHF | 2.46 CHF | 30,000 | 20,000 | 29,324 | 20,000 | 72,017 CHF | 50,385 CHF | 100.00% | 100.00% |
11/11/2024 | 2.32% | 2.57 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,849 CHF | 66,369 CHF | 100.00% | 100.00% |
08/11/2024 | 2.39% | 2.54 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,367 CHF | 65,920 CHF | 99.51% | 99.51% |
07/11/2024 | 2.45% | 2.54 CHF | 2.60 CHF | 20,000 | 20,000 | 20,039 | 20,000 | 53,092 CHF | 54,310 CHF | 78.59% | 78.59% |