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 | 0.60% | 2.74 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,924 CHF | 70,344 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,598 CHF | 68,984 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 2.82 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,473 CHF | 71,870 CHF | 93.88% | 93.88% |
15/11/2024 | 0.53% | 2.93 CHF | 2.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,706 CHF | 73,090 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 2.74 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,094 CHF | 69,512 CHF | 99.22% | 99.22% |
13/11/2024 | 0.55% | 2.71 CHF | 2.73 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 67,593 CHF | 67,964 CHF | 99.36% | 99.36% |
12/11/2024 | 0.57% | 2.72 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,820 CHF | 72,230 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 2.98 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,371 CHF | 74,722 CHF | 100.00% | 100.00% |
08/11/2024 | 0.91% | 2.86 CHF | 2.89 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 35,422 CHF | 35,747 CHF | 86.95% | 86.95% |
07/11/2024 | 0.57% | 2.76 CHF | 2.78 CHF | 25,000 | 25,000 | 24,739 | 24,739 | 67,352 CHF | 67,734 CHF | 98.73% | 98.73% |