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 | 0.55% | 2.51 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,344 CHF | 64,701 CHF | 100.00% | 100.00% |
19/11/2024 | 0.63% | 2.54 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,984 CHF | 63,381 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,859 CHF | 66,233 CHF | 93.88% | 93.88% |
15/11/2024 | 0.56% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,090 CHF | 67,463 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,512 CHF | 63,868 CHF | 99.22% | 99.22% |
13/11/2024 | 0.63% | 2.49 CHF | 2.50 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 61,972 CHF | 62,361 CHF | 99.36% | 99.36% |
12/11/2024 | 0.59% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,214 CHF | 66,606 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 2.76 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,722 CHF | 69,137 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 2.64 CHF | 2.67 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 32,624 CHF | 32,943 CHF | 86.95% | 86.95% |
07/11/2024 | 0.64% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 24,739 | 24,739 | 61,782 CHF | 62,174 CHF | 98.73% | 98.73% |