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 | 0.67% | 2.05 CHF | 2.07 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,443 CHF | 53,225 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 2.08 CHF | 2.10 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,822 CHF | 51,913 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 2.14 CHF | 2.15 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,277 CHF | 54,804 CHF | 93.88% | 93.88% |
15/11/2024 | 0.67% | 2.25 CHF | 2.26 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,768 CHF | 56,012 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 2.06 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,453 CHF | 52,418 CHF | 99.22% | 99.22% |
13/11/2024 | 0.78% | 2.03 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 60,805 CHF | 50,951 CHF | 99.36% | 99.36% |
12/11/2024 | 0.71% | 2.04 CHF | 2.05 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,726 CHF | 55,164 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 2.30 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,743 CHF | 57,684 CHF | 100.00% | 100.00% |
08/11/2024 | 1.19% | 2.18 CHF | 2.21 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 26,904 CHF | 27,225 CHF | 86.95% | 86.95% |
07/11/2024 | 0.77% | 2.08 CHF | 2.09 CHF | 30,000 | 25,000 | 30,000 | 24,739 | 61,148 CHF | 50,849 CHF | 98.73% | 98.73% |