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 | 0.85% | 3.95 CHF | 3.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,048 CHF | 101,914 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 3.99 CHF | 4.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,009 CHF | 99,882 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 4.08 CHF | 4.12 CHF | 20,000 | 20,000 | 20,000 | 17,778 | 82,760 CHF | 74,053 CHF | 93.88% | 93.88% |
15/11/2024 | 0.86% | 4.25 CHF | 4.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,362 CHF | 106,269 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 3.96 CHF | 4.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,905 CHF | 100,760 CHF | 99.22% | 99.22% |
13/11/2024 | 0.92% | 3.91 CHF | 3.95 CHF | 25,000 | 25,000 | 24,890 | 24,774 | 97,403 CHF | 97,846 CHF | 99.36% | 99.36% |
12/11/2024 | 0.84% | 3.93 CHF | 3.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 83,228 CHF | 83,930 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 4.33 CHF | 4.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 86,326 CHF | 87,018 CHF | 100.00% | 100.00% |
08/11/2024 | 1.09% | 4.14 CHF | 4.18 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 51,136 CHF | 51,699 CHF | 86.95% | 86.95% |
07/11/2024 | 0.91% | 3.98 CHF | 4.01 CHF | 25,000 | 25,000 | 24,739 | 24,218 | 96,929 CHF | 95,855 CHF | 98.73% | 98.73% |