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 | 0.66% | 2.23 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,398 CHF | 57,777 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 2.26 CHF | 2.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,040 CHF | 56,453 CHF | 100.00% | 100.00% |
18/11/2024 | 0.66% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,933 CHF | 59,322 CHF | 93.88% | 93.88% |
15/11/2024 | 0.63% | 2.43 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,179 CHF | 60,558 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 2.24 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,563 CHF | 56,918 CHF | 99.22% | 99.22% |
13/11/2024 | 0.72% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 55,045 CHF | 55,441 CHF | 99.36% | 99.36% |
12/11/2024 | 0.69% | 2.22 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,305 CHF | 59,714 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 2.48 CHF | 2.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,830 CHF | 62,200 CHF | 100.00% | 100.00% |
08/11/2024 | 1.11% | 2.36 CHF | 2.39 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 29,156 CHF | 29,482 CHF | 86.95% | 86.95% |
07/11/2024 | 0.71% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 24,739 | 24,739 | 54,918 CHF | 55,302 CHF | 98.73% | 98.73% |