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 | 0.52% | 3.06 CHF | 3.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 194,109 CHF | 195,111 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 3.10 CHF | 3.11 CHF | 60,000 | 60,000 | 59,825 | 59,825 | 180,448 CHF | 181,483 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 3.41 CHF | 3.42 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 200,280 CHF | 201,333 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 3.40 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,345 CHF | 177,247 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 3.61 CHF | 3.63 CHF | 60,000 | 60,000 | 59,711 | 59,711 | 208,429 CHF | 209,428 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 3.14 CHF | 3.15 CHF | 60,000 | 60,000 | 59,859 | 59,859 | 190,603 CHF | 191,654 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 3.22 CHF | 3.24 CHF | 45,000 | 45,000 | 44,867 | 44,867 | 171,312 CHF | 172,285 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 4.45 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,015 CHF | 223,041 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 4.00 CHF | 4.02 CHF | 45,000 | 45,000 | 44,901 | 44,901 | 186,638 CHF | 187,681 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 4.56 CHF | 4.58 CHF | 45,000 | 45,000 | 44,800 | 44,800 | 198,996 CHF | 200,005 CHF | 100.00% | 100.00% |