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 | 0.93% | 4.08 CHF | 4.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,296 CHF | 105,270 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 3.95 CHF | 3.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 78,642 CHF | 79,442 CHF | 85.49% | 85.49% |
18/11/2024 | 0.97% | 4.04 CHF | 4.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 100,308 CHF | 101,281 CHF | 100.00% | 100.00% |
15/11/2024 | 1.05% | 3.90 CHF | 3.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,865 CHF | 94,857 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 4.05 CHF | 4.09 CHF | 20,000 | 20,000 | 19,266 | 19,266 | 72,758 CHF | 73,547 CHF | 99.27% | 99.27% |
13/11/2024 | 0.95% | 4.06 CHF | 4.09 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 100,274 CHF | 101,224 CHF | 99.40% | 99.40% |
12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/11/2024 | 0.97% | 4.23 CHF | 4.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 85,276 CHF | 86,103 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 4.21 CHF | 4.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 83,983 CHF | 84,819 CHF | 100.00% | 100.00% |
07/11/2024 | 0.95% | 4.33 CHF | 4.38 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 87,789 CHF | 88,629 CHF | 90.34% | 90.34% |