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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.83% | 2.37 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,354 CHF | 60,854 CHF | 95.47% | 95.47% |
22/11/2024 | 0.75% | 2.55 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,401 CHF | 66,901 CHF | 98.84% | 98.84% |
20/11/2024 | 0.72% | 2.81 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,337 CHF | 69,837 CHF | 99.05% | 99.05% |
19/11/2024 | 0.72% | 2.69 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,062 CHF | 69,562 CHF | 97.62% | 97.62% |
18/11/2024 | 0.65% | 3.05 CHF | 3.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,727 CHF | 77,227 CHF | 98.88% | 98.88% |
15/11/2024 | 0.62% | 3.22 CHF | 3.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,119 CHF | 80,619 CHF | 99.34% | 99.34% |
14/11/2024 | 0.63% | 3.16 CHF | 3.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,648 CHF | 80,148 CHF | 99.29% | 99.29% |
13/11/2024 | 0.66% | 3.05 CHF | 3.07 CHF | 25,000 | 25,000 | 22,419 | 22,419 | 68,112 CHF | 68,560 CHF | 98.66% | 98.66% |
12/11/2024 | 0.67% | 2.99 CHF | 3.01 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 38,711 CHF | 38,971 CHF | 98.83% | 98.83% |
11/11/2024 | 0.68% | 2.99 CHF | 3.01 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 38,113 CHF | 38,373 CHF | 99.09% | 99.09% |