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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.23% | 0.89 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,117 CHF | 23,639 CHF | 100.00% | 100.00% |
20/11/2024 | 2.28% | 0.83 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,743 CHF | 42,705 CHF | 100.00% | 100.00% |
19/11/2024 | 2.29% | 0.78 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,111 CHF | 37,969 CHF | 84.94% | 84.94% |
18/11/2024 | 2.44% | 0.75 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,432 CHF | 38,356 CHF | 99.54% | 99.54% |
15/11/2024 | 4.11% | 0.76 CHF | 0.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,760 CHF | 28,868 CHF | 77.20% | 77.20% |
14/11/2024 | 2.46% | 2.26 CHF | 2.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,385 CHF | 45,487 CHF | 99.44% | 99.44% |
13/11/2024 | 2.66% | 2.23 CHF | 2.29 CHF | 20,000 | 20,000 | 19,804 | 19,804 | 41,399 CHF | 42,505 CHF | 98.88% | 98.88% |
12/11/2024 | 2.24% | 2.34 CHF | 2.39 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 45,393 CHF | 46,421 CHF | 88.40% | 88.40% |
11/11/2024 | 2.14% | 2.15 CHF | 2.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,891 CHF | 44,841 CHF | 98.45% | 98.45% |
08/11/2024 | 2.42% | 2.02 CHF | 2.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,017 CHF | 39,971 CHF | 100.00% | 100.00% |