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 | 0.46% | 2.23 CHF | 2.24 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 69,314 CHF | 69,634 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.27 CHF | 2.28 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 68,222 CHF | 68,559 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,269 CHF | 59,559 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,490 CHF | 62,785 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,218 CHF | 63,469 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,431 CHF | 63,681 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,258 CHF | 69,529 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,881 CHF | 73,134 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.70 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,146 CHF | 69,421 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 3.00 CHF | 3.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,283 CHF | 73,541 CHF | 100.00% | 100.00% |