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 | 2.20% | 1.70 CHF | 1.71 CHF | 30,000 | 25,000 | 30,000 | 12,933 | 52,142 CHF | 22,891 CHF | 99.65% | 99.65% |
19/11/2024 | 2.20% | 1.70 CHF | 1.71 CHF | 30,000 | 25,000 | 30,346 | 12,933 | 51,635 CHF | 22,387 CHF | 99.63% | 99.63% |
18/11/2024 | 2.16% | 1.74 CHF | 1.76 CHF | 30,000 | 25,000 | 30,216 | 12,931 | 51,806 CHF | 22,566 CHF | 99.67% | 99.67% |
15/11/2024 | 2.16% | 1.73 CHF | 1.75 CHF | 30,000 | 20,000 | 30,000 | 11,867 | 52,382 CHF | 21,116 CHF | 99.60% | 99.60% |
14/11/2024 | 1.92% | 1.94 CHF | 1.95 CHF | 30,000 | 20,000 | 30,000 | 11,865 | 60,461 CHF | 24,239 CHF | 99.67% | 99.67% |
13/11/2024 | 1.87% | 2.12 CHF | 2.13 CHF | 30,000 | 20,000 | 30,000 | 11,985 | 59,641 CHF | 24,453 CHF | 97.00% | 97.00% |
12/11/2024 | 1.87% | 1.93 CHF | 1.94 CHF | 30,000 | 20,000 | 30,000 | 11,865 | 60,797 CHF | 24,359 CHF | 99.69% | 99.69% |
11/11/2024 | 1.80% | 2.03 CHF | 2.05 CHF | 30,000 | 20,000 | 30,000 | 11,882 | 63,250 CHF | 25,382 CHF | 98.77% | 98.77% |
08/11/2024 | 2.11% | 2.01 CHF | 2.02 CHF | 30,000 | 20,000 | 30,000 | 11,881 | 54,254 CHF | 22,178 CHF | 99.68% | 99.68% |
07/11/2024 | 1.98% | 1.80 CHF | 1.81 CHF | 30,000 | 20,000 | 30,000 | 11,881 | 56,483 CHF | 22,603 CHF | 99.65% | 99.65% |