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 | 0.50% | 2.07 CHF | 2.08 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,467 CHF | 40,512 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 62,041 CHF | 41,560 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 61,981 CHF | 41,521 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,385 CHF | 40,457 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,550 CHF | 39,900 CHF | 99.44% | 99.44% |
13/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 30,000 | 20,000 | 30,000 | 19,804 | 62,812 CHF | 41,659 CHF | 98.88% | 98.88% |
12/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,311 CHF | 40,407 CHF | 100.00% | 100.00% |
11/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 56,021 CHF | 37,547 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 57,283 CHF | 38,388 CHF | 100.00% | 100.00% |
07/11/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 30,000 | 20,000 | 30,000 | 19,351 | 53,524 CHF | 34,704 CHF | 99.06% | 99.06% |