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 | 0.65% | 2.33 CHF | 2.34 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,981 CHF | 57,857 CHF | 100.00% | 100.00% |
20/11/2024 | 0.69% | 2.23 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,733 CHF | 57,673 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 2.26 CHF | 2.28 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,143 CHF | 56,319 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 2.31 CHF | 2.33 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,572 CHF | 59,223 CHF | 93.88% | 93.88% |
15/11/2024 | 0.62% | 2.43 CHF | 2.44 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,078 CHF | 60,440 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 2.24 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,701 CHF | 56,844 CHF | 99.22% | 99.22% |
13/11/2024 | 0.66% | 2.20 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 66,106 CHF | 55,328 CHF | 99.36% | 99.36% |
12/11/2024 | 0.68% | 2.21 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,017 CHF | 59,584 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 2.48 CHF | 2.49 CHF | 30,000 | 25,000 | 29,433 | 25,000 | 72,614 CHF | 62,121 CHF | 100.00% | 100.00% |
08/11/2024 | 1.08% | 2.36 CHF | 2.38 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 29,107 CHF | 29,422 CHF | 86.95% | 86.95% |