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 | 0.68% | 2.04 CHF | 2.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,594 CHF | 52,951 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 2.07 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,269 CHF | 51,632 CHF | 100.00% | 100.00% |
18/11/2024 | 0.71% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,138 CHF | 54,524 CHF | 93.88% | 93.88% |
15/11/2024 | 0.66% | 2.24 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,360 CHF | 55,726 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 2.05 CHF | 2.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,768 CHF | 52,136 CHF | 99.22% | 99.22% |
13/11/2024 | 0.80% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 50,269 CHF | 50,670 CHF | 99.36% | 99.36% |
12/11/2024 | 0.73% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,513 CHF | 54,914 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 2.29 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,019 CHF | 57,421 CHF | 100.00% | 100.00% |
08/11/2024 | 1.12% | 2.17 CHF | 2.20 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 26,772 CHF | 27,074 CHF | 86.95% | 86.95% |
07/11/2024 | 0.77% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 24,739 | 24,739 | 50,192 CHF | 50,576 CHF | 98.73% | 98.73% |