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 | 0.43% | 2.37 CHF | 2.38 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 69,629 CHF | 46,619 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 71,186 CHF | 47,657 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 71,141 CHF | 47,627 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 69,539 CHF | 46,560 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 68,708 CHF | 46,005 CHF | 99.44% | 99.44% |
13/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 30,000 | 20,000 | 30,000 | 19,804 | 71,971 CHF | 47,705 CHF | 98.88% | 98.88% |
12/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 69,461 CHF | 46,507 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 65,171 CHF | 43,648 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 66,421 CHF | 44,481 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.13 CHF | 2.14 CHF | 30,000 | 20,000 | 30,000 | 19,351 | 62,663 CHF | 40,599 CHF | 99.06% | 99.06% |