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 | 0.58% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,924 CHF | 65,305 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,021 | 25,000 | 63,650 CHF | 63,984 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 2.62 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,481 CHF | 66,870 CHF | 93.88% | 93.88% |
15/11/2024 | 0.57% | 2.73 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,701 CHF | 68,090 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 2.54 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,094 CHF | 64,468 CHF | 99.22% | 99.22% |
13/11/2024 | 0.67% | 2.51 CHF | 2.53 CHF | 25,000 | 25,000 | 26,619 | 24,942 | 66,722 CHF | 62,976 CHF | 99.36% | 99.36% |
12/11/2024 | 0.62% | 2.52 CHF | 2.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,834 CHF | 67,253 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 2.78 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,371 CHF | 69,722 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 2.66 CHF | 2.69 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 32,922 CHF | 33,247 CHF | 86.95% | 86.95% |
07/11/2024 | 0.62% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 26,316 | 24,739 | 66,194 CHF | 62,754 CHF | 98.73% | 98.73% |