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 | 0.63% | 2.32 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,652 CHF | 60,027 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 2.36 CHF | 2.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,319 CHF | 58,703 CHF | 100.00% | 100.00% |
18/11/2024 | 0.63% | 2.41 CHF | 2.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,183 CHF | 61,572 CHF | 93.88% | 93.88% |
15/11/2024 | 0.62% | 2.52 CHF | 2.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,429 CHF | 62,815 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 2.33 CHF | 2.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,813 CHF | 59,218 CHF | 99.22% | 99.22% |
13/11/2024 | 0.69% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 57,317 CHF | 57,710 CHF | 99.36% | 99.36% |
12/11/2024 | 0.63% | 2.31 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,555 CHF | 61,942 CHF | 100.00% | 100.00% |
11/11/2024 | 0.58% | 2.57 CHF | 2.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,080 CHF | 64,450 CHF | 100.00% | 100.00% |
08/11/2024 | 1.05% | 2.45 CHF | 2.48 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 30,289 CHF | 30,607 CHF | 86.95% | 86.95% |
07/11/2024 | 0.68% | 2.35 CHF | 2.36 CHF | 25,000 | 25,000 | 24,739 | 24,739 | 57,176 CHF | 57,558 CHF | 98.73% | 98.73% |