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 | 2.04% | 1.50 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,430 CHF | 37,180 CHF | 100.00% | 100.00% |
19/11/2024 | 1.88% | 1.49 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,761 CHF | 38,477 CHF | 100.00% | 100.00% |
18/11/2024 | 1.92% | 1.45 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,615 CHF | 36,307 CHF | 100.00% | 100.00% |
15/11/2024 | 1.82% | 1.38 CHF | 1.41 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 40,717 CHF | 41,466 CHF | 100.00% | 100.00% |
14/11/2024 | 2.02% | 1.37 CHF | 1.40 CHF | 25,000 | 25,000 | 24,887 | 24,887 | 35,072 CHF | 35,781 CHF | 100.00% | 100.00% |
13/11/2024 | 1.91% | 1.43 CHF | 1.46 CHF | 30,000 | 30,000 | 29,926 | 29,926 | 42,341 CHF | 43,155 CHF | 100.00% | 100.00% |
12/11/2024 | 1.89% | 1.37 CHF | 1.39 CHF | 30,000 | 30,000 | 29,934 | 29,934 | 39,431 CHF | 40,180 CHF | 100.00% | 100.00% |
11/11/2024 | 2.28% | 1.22 CHF | 1.25 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,791 CHF | 37,639 CHF | 100.00% | 100.00% |
08/11/2024 | 1.86% | 1.34 CHF | 1.37 CHF | 30,000 | 30,000 | 29,929 | 29,929 | 40,667 CHF | 41,424 CHF | 100.00% | 100.00% |
07/11/2024 | 2.20% | 1.36 CHF | 1.39 CHF | 25,000 | 25,000 | 24,890 | 24,890 | 33,264 CHF | 33,997 CHF | 100.00% | 100.00% |