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 | 0.90% | 1.71 CHF | 1.72 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,034 CHF | 44,594 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 1.74 CHF | 1.75 CHF | 30,000 | 25,000 | 30,042 | 25,000 | 51,488 CHF | 43,269 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 1.79 CHF | 1.81 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,916 CHF | 46,148 CHF | 93.88% | 93.88% |
15/11/2024 | 0.86% | 1.90 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,356 CHF | 47,367 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 1.71 CHF | 1.73 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,041 CHF | 43,793 CHF | 99.22% | 99.22% |
13/11/2024 | 0.85% | 1.68 CHF | 1.70 CHF | 30,000 | 25,000 | 32,229 | 24,942 | 54,128 CHF | 42,294 CHF | 99.36% | 99.36% |
12/11/2024 | 0.92% | 1.69 CHF | 1.71 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,335 CHF | 46,537 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 1.96 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,392 CHF | 49,062 CHF | 100.00% | 100.00% |
08/11/2024 | 1.42% | 1.84 CHF | 1.86 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 22,574 CHF | 22,897 CHF | 86.95% | 86.95% |
07/11/2024 | 0.94% | 1.73 CHF | 1.75 CHF | 30,000 | 25,000 | 32,590 | 24,739 | 54,920 CHF | 42,289 CHF | 98.73% | 98.73% |