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 | 2.32% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,370 CHF | 61,786 CHF | 100.00% | 100.00% |
19/11/2024 | 2.52% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 75,639 | 73,453 | 54,651 CHF | 54,444 CHF | 100.00% | 100.00% |
18/11/2024 | 2.52% | 0.73 CHF | 0.75 CHF | 75,000 | 75,000 | 73,985 | 63,973 | 56,466 CHF | 49,569 CHF | 100.00% | 100.00% |
15/11/2024 | 2.32% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 75,130 | 75,000 | 58,029 CHF | 59,294 CHF | 100.00% | 100.00% |
14/11/2024 | 2.32% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,743 | 75,000 | 55,811 CHF | 56,585 CHF | 99.52% | 99.52% |
13/11/2024 | 2.78% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 74,146 | 52,206 CHF | 49,742 CHF | 99.32% | 99.32% |
12/11/2024 | 2.56% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 79,132 | 75,000 | 55,879 CHF | 54,345 CHF | 100.00% | 100.00% |
11/11/2024 | 2.48% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 75,011 | 75,000 | 54,718 CHF | 56,086 CHF | 100.00% | 100.00% |
08/11/2024 | 2.50% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 79,998 | 75,000 | 56,311 CHF | 54,128 CHF | 100.00% | 100.00% |
07/11/2024 | 2.54% | 0.73 CHF | 0.75 CHF | 75,000 | 75,000 | 75,433 | 72,406 | 55,171 CHF | 54,417 CHF | 99.12% | 99.12% |