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% | 2.66 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,974 CHF | 68,367 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 2.69 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,632 CHF | 67,019 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 2.74 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,524 CHF | 69,919 CHF | 93.88% | 93.88% |
15/11/2024 | 0.55% | 2.85 CHF | 2.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,726 CHF | 71,117 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 2.66 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,118 CHF | 67,543 CHF | 99.22% | 99.22% |
13/11/2024 | 0.55% | 2.63 CHF | 2.65 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 65,631 CHF | 65,989 CHF | 99.36% | 99.36% |
12/11/2024 | 0.61% | 2.64 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,862 CHF | 70,287 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 2.91 CHF | 2.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,410 CHF | 72,786 CHF | 100.00% | 100.00% |
08/11/2024 | 0.94% | 2.79 CHF | 2.81 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 34,446 CHF | 34,772 CHF | 86.95% | 86.95% |
07/11/2024 | 0.65% | 2.68 CHF | 2.70 CHF | 25,000 | 25,000 | 25,231 | 24,739 | 66,595 CHF | 65,792 CHF | 98.73% | 98.73% |