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 | 0.88% | 2.43 CHF | 2.52 CHF | 30,000 | 10,000 | 20,000 | 10,000 | 50,544 CHF | 25,494 CHF | 14.13% | 100.00% |
19/11/2024 | 0.92% | 2.43 CHF | 2.45 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 71,503 CHF | 24,054 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 2.41 CHF | 2.44 CHF | 30,000 | 10,000 | 29,295 | 8,897 | 71,384 CHF | 21,854 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 2.47 CHF | 2.50 CHF | 30,000 | 10,000 | 16,904 | 8,177 | 42,385 CHF | 20,686 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 2.44 CHF | 2.47 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 73,638 CHF | 24,765 CHF | 99.44% | 99.44% |
13/11/2024 | 0.91% | 2.52 CHF | 2.55 CHF | 20,000 | 10,000 | 27,723 | 9,937 | 67,394 CHF | 24,431 CHF | 98.88% | 98.88% |
12/11/2024 | 0.91% | 2.44 CHF | 2.46 CHF | 30,000 | 10,000 | 25,204 | 10,000 | 62,511 CHF | 25,069 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 2.57 CHF | 2.59 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 52,178 CHF | 26,305 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 2.52 CHF | 2.54 CHF | 20,000 | 10,000 | 20,021 | 10,000 | 50,516 CHF | 25,452 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 2.45 CHF | 2.47 CHF | 30,000 | 10,000 | 25,773 | 9,740 | 63,986 CHF | 24,473 CHF | 99.06% | 99.06% |