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 | 0.81% | 1.82 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,308 CHF | 47,305 CHF | 100.00% | 100.00% |
19/11/2024 | 0.91% | 1.85 CHF | 1.86 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,683 CHF | 45,984 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 1.90 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,167 CHF | 48,859 CHF | 93.88% | 93.88% |
15/11/2024 | 0.75% | 2.01 CHF | 2.03 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,641 CHF | 50,076 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 1.82 CHF | 1.84 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,312 CHF | 46,468 CHF | 99.22% | 99.22% |
13/11/2024 | 0.94% | 1.79 CHF | 1.81 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 53,638 CHF | 45,017 CHF | 99.36% | 99.36% |
12/11/2024 | 0.85% | 1.80 CHF | 1.82 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,601 CHF | 49,253 CHF | 100.00% | 100.00% |
11/11/2024 | 0.72% | 2.06 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,645 CHF | 51,743 CHF | 100.00% | 100.00% |
08/11/2024 | 1.29% | 1.94 CHF | 1.97 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 23,937 CHF | 24,249 CHF | 86.95% | 86.95% |
07/11/2024 | 0.94% | 1.84 CHF | 1.86 CHF | 30,000 | 25,000 | 30,605 | 24,739 | 54,981 CHF | 44,974 CHF | 98.73% | 98.73% |