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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.25% | 0.86 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,018 CHF | 20,068 CHF | 94.85% | 94.85% |
22/11/2024 | 0.26% | 0.77 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,423 CHF | 19,473 CHF | 71.91% | 71.91% |
20/11/2024 | 0.23% | 0.89 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,780 CHF | 21,830 CHF | 99.99% | 99.99% |
19/11/2024 | 0.23% | 0.87 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,425 CHF | 21,475 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 0.83 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,806 CHF | 21,856 CHF | 99.77% | 99.77% |
15/11/2024 | 0.23% | 0.87 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,172 CHF | 22,222 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 0.91 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,480 CHF | 46,580 CHF | 95.92% | 95.92% |
13/11/2024 | 0.19% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,385 CHF | 51,485 CHF | 97.72% | 97.72% |
12/11/2024 | 0.21% | 1.03 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,131 CHF | 24,181 CHF | 98.70% | 98.70% |
11/11/2024 | 0.22% | 0.93 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,411 CHF | 22,461 CHF | 95.92% | 95.92% |