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 | 0.58% | 2.69 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,643 CHF | 67,033 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 2.62 CHF | 2.64 CHF | 25,000 | 25,000 | 23,356 | 23,353 | 63,685 CHF | 64,060 CHF | 94.92% | 94.92% |
18/11/2024 | 0.57% | 2.91 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,264 CHF | 72,674 CHF | 100.00% | 100.00% |
15/11/2024 | 0.56% | 2.90 CHF | 2.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,802 CHF | 73,213 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 2.99 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,084 CHF | 74,494 CHF | 99.44% | 99.44% |
13/11/2024 | 0.56% | 2.95 CHF | 2.96 CHF | 25,000 | 25,000 | 24,964 | 24,964 | 72,552 CHF | 72,955 CHF | 98.88% | 98.88% |
12/11/2024 | 0.52% | 3.03 CHF | 3.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,848 CHF | 77,250 CHF | 100.00% | 100.00% |
11/11/2024 | 0.53% | 3.12 CHF | 3.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,273 CHF | 79,692 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 3.10 CHF | 3.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,845 CHF | 77,249 CHF | 100.00% | 100.00% |
07/11/2024 | 0.59% | 3.05 CHF | 3.07 CHF | 25,000 | 25,000 | 24,741 | 24,741 | 76,841 CHF | 77,288 CHF | 99.06% | 99.06% |