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 | 0.59% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,975 CHF | 67,369 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,632 CHF | 66,040 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 2.70 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,524 CHF | 68,919 CHF | 93.88% | 93.88% |
15/11/2024 | 0.57% | 2.81 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,752 CHF | 70,153 CHF | 100.00% | 100.00% |
14/11/2024 | 0.62% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,136 CHF | 66,544 CHF | 99.22% | 99.22% |
13/11/2024 | 0.61% | 2.59 CHF | 2.61 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 64,633 CHF | 65,029 CHF | 99.36% | 99.36% |
12/11/2024 | 0.62% | 2.60 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,862 CHF | 69,287 CHF | 100.00% | 100.00% |
11/11/2024 | 0.56% | 2.87 CHF | 2.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,410 CHF | 71,812 CHF | 100.00% | 100.00% |
08/11/2024 | 0.97% | 2.75 CHF | 2.77 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 33,949 CHF | 34,279 CHF | 86.95% | 86.95% |
07/11/2024 | 0.65% | 2.64 CHF | 2.66 CHF | 25,000 | 25,000 | 25,317 | 24,739 | 65,826 CHF | 64,827 CHF | 98.73% | 98.73% |