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 | 1.66% | 0.88 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,522 CHF | 22,899 CHF | 100.00% | 100.00% |
19/11/2024 | 2.13% | 0.95 CHF | 0.96 CHF | 25,000 | 25,000 | 23,353 | 23,353 | 19,676 CHF | 20,071 CHF | 94.92% | 94.92% |
18/11/2024 | 2.16% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,010 CHF | 17,381 CHF | 100.00% | 100.00% |
15/11/2024 | 2.46% | 0.67 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,537 CHF | 16,948 CHF | 100.00% | 100.00% |
14/11/2024 | 2.60% | 0.59 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,291 CHF | 15,693 CHF | 99.44% | 99.44% |
13/11/2024 | 2.34% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 24,964 | 24,964 | 16,745 CHF | 17,139 CHF | 98.88% | 98.88% |
12/11/2024 | 3.13% | 0.55 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,627 CHF | 13,028 CHF | 100.00% | 100.00% |
11/11/2024 | 3.66% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,210 CHF | 10,590 CHF | 100.00% | 100.00% |
08/11/2024 | 3.14% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,675 CHF | 13,079 CHF | 100.00% | 100.00% |
07/11/2024 | 3.51% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 24,741 | 24,741 | 11,756 CHF | 12,173 CHF | 99.06% | 99.06% |