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% | 2.14 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,025 CHF | 55,398 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 2.17 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,663 CHF | 54,040 CHF | 100.00% | 100.00% |
18/11/2024 | 0.67% | 2.22 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,554 CHF | 56,933 CHF | 93.88% | 93.88% |
15/11/2024 | 0.72% | 2.33 CHF | 2.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,762 CHF | 58,179 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,168 CHF | 54,563 CHF | 99.22% | 99.22% |
13/11/2024 | 0.69% | 2.11 CHF | 2.13 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 52,694 CHF | 53,057 CHF | 99.36% | 99.36% |
12/11/2024 | 0.69% | 2.12 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,914 CHF | 57,305 CHF | 100.00% | 100.00% |
11/11/2024 | 0.66% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,434 CHF | 59,830 CHF | 100.00% | 100.00% |
08/11/2024 | 1.11% | 2.27 CHF | 2.29 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 27,975 CHF | 28,289 CHF | 86.95% | 86.95% |
07/11/2024 | 0.82% | 2.16 CHF | 2.18 CHF | 25,000 | 25,000 | 24,739 | 24,739 | 52,562 CHF | 52,986 CHF | 98.73% | 98.73% |