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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.78% | 2.23 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,140 CHF | 55,549 CHF | 100.00% | 100.00% |
20/11/2024 | 0.69% | 2.14 CHF | 2.15 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,908 CHF | 55,305 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 2.17 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,283 CHF | 53,984 CHF | 100.00% | 100.00% |
18/11/2024 | 0.69% | 2.22 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,777 CHF | 56,870 CHF | 93.88% | 93.88% |
15/11/2024 | 0.67% | 2.33 CHF | 2.35 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,241 CHF | 58,090 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 2.14 CHF | 2.16 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,913 CHF | 54,468 CHF | 99.22% | 99.22% |
13/11/2024 | 0.80% | 2.11 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 63,238 CHF | 52,999 CHF | 99.36% | 99.36% |
12/11/2024 | 0.73% | 2.12 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,205 CHF | 57,253 CHF | 100.00% | 100.00% |
11/11/2024 | 0.61% | 2.38 CHF | 2.40 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,254 CHF | 59,743 CHF | 100.00% | 100.00% |
08/11/2024 | 1.11% | 2.26 CHF | 2.29 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 27,937 CHF | 28,249 CHF | 86.95% | 86.95% |