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 | 0.67% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,174 CHF | 62,594 CHF | 100.00% | 100.00% |
19/11/2024 | 0.63% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,848 CHF | 61,234 CHF | 100.00% | 100.00% |
18/11/2024 | 0.64% | 2.51 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,731 CHF | 64,138 CHF | 93.88% | 93.88% |
15/11/2024 | 0.59% | 2.62 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,956 CHF | 65,340 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 2.43 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,344 CHF | 61,762 CHF | 99.22% | 99.22% |
13/11/2024 | 0.62% | 2.40 CHF | 2.42 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 59,862 CHF | 60,232 CHF | 99.36% | 99.36% |
12/11/2024 | 0.66% | 2.41 CHF | 2.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,088 CHF | 64,513 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 2.67 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,628 CHF | 66,993 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 2.55 CHF | 2.58 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 31,562 CHF | 31,874 CHF | 86.95% | 86.95% |
07/11/2024 | 0.65% | 2.45 CHF | 2.47 CHF | 25,000 | 25,000 | 24,739 | 24,739 | 59,682 CHF | 60,065 CHF | 98.73% | 98.73% |