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 | 0.83% | 1.79 CHF | 1.80 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,101 CHF | 44,621 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 1.73 CHF | 1.74 CHF | 30,000 | 25,000 | 28,768 | 23,353 | 52,464 CHF | 43,186 CHF | 94.92% | 94.92% |
18/11/2024 | 0.78% | 2.02 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,909 CHF | 50,313 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 2.01 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,556 CHF | 50,855 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 2.09 CHF | 2.11 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,115 CHF | 52,133 CHF | 99.44% | 99.44% |
13/11/2024 | 0.79% | 2.05 CHF | 2.07 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 60,366 CHF | 50,631 CHF | 98.88% | 98.88% |
12/11/2024 | 0.73% | 2.14 CHF | 2.15 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,425 CHF | 54,922 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 2.23 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,354 CHF | 57,344 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 2.20 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,429 CHF | 54,922 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 2.16 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 24,741 | 66,412 CHF | 55,181 CHF | 99.06% | 99.06% |