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 | 0.78% | 1.97 CHF | 1.98 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,834 CHF | 51,094 CHF | 100.00% | 100.00% |
19/11/2024 | 0.78% | 2.00 CHF | 2.01 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,217 CHF | 49,734 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 2.05 CHF | 2.07 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,677 CHF | 52,620 CHF | 93.88% | 93.88% |
15/11/2024 | 0.74% | 2.16 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,156 CHF | 53,860 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1.97 CHF | 1.99 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,841 CHF | 50,268 CHF | 99.22% | 99.22% |
13/11/2024 | 0.80% | 1.94 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 58,200 CHF | 48,779 CHF | 99.36% | 99.36% |
12/11/2024 | 0.81% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,105 CHF | 53,013 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 2.22 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,164 CHF | 55,519 CHF | 100.00% | 100.00% |
08/11/2024 | 1.25% | 2.10 CHF | 2.12 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 25,821 CHF | 26,147 CHF | 86.95% | 86.95% |
07/11/2024 | 0.82% | 1.99 CHF | 2.01 CHF | 30,000 | 25,000 | 30,000 | 24,739 | 58,560 CHF | 48,722 CHF | 98.73% | 98.73% |