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 | 1.69% | 2.37 CHF | 2.38 CHF | 30,000 | 25,000 | 30,000 | 12,934 | 69,033 CHF | 30,275 CHF | 99.63% | 99.63% |
19/11/2024 | 1.63% | 2.35 CHF | 2.37 CHF | 30,000 | 25,000 | 30,000 | 12,934 | 69,849 CHF | 30,638 CHF | 99.61% | 99.61% |
18/11/2024 | 1.59% | 2.33 CHF | 2.34 CHF | 30,000 | 25,000 | 30,000 | 12,933 | 70,048 CHF | 30,684 CHF | 99.65% | 99.65% |
15/11/2024 | 1.64% | 2.35 CHF | 2.36 CHF | 30,000 | 20,000 | 30,000 | 11,869 | 69,415 CHF | 27,925 CHF | 99.55% | 99.55% |
14/11/2024 | 1.87% | 2.15 CHF | 2.16 CHF | 30,000 | 20,000 | 30,000 | 11,866 | 61,599 CHF | 24,894 CHF | 99.64% | 99.64% |
13/11/2024 | 1.76% | 1.95 CHF | 1.97 CHF | 30,000 | 20,000 | 30,000 | 12,183 | 61,640 CHF | 25,251 CHF | 92.89% | 92.89% |
12/11/2024 | 1.87% | 2.14 CHF | 2.15 CHF | 30,000 | 20,000 | 30,000 | 11,866 | 60,410 CHF | 24,431 CHF | 99.66% | 99.66% |
11/11/2024 | 1.97% | 2.02 CHF | 2.04 CHF | 30,000 | 20,000 | 30,000 | 11,883 | 57,708 CHF | 23,388 CHF | 98.74% | 98.74% |
08/11/2024 | 1.70% | 2.02 CHF | 2.04 CHF | 30,000 | 20,000 | 30,000 | 11,883 | 65,696 CHF | 26,190 CHF | 99.65% | 99.65% |
07/11/2024 | 1.82% | 2.23 CHF | 2.24 CHF | 30,000 | 20,000 | 30,000 | 11,882 | 63,900 CHF | 25,903 CHF | 99.63% | 99.63% |