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 | 3.64% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,483 CHF | 13,983 CHF | 100.00% | 100.00% |
19/11/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,858 CHF | 14,358 CHF | 100.00% | 100.00% |
18/11/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,881 CHF | 15,381 CHF | 100.00% | 100.00% |
15/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,374 CHF | 15,874 CHF | 100.00% | 100.00% |
14/11/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,299 CHF | 15,799 CHF | 100.00% | 100.00% |
13/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,890 CHF | 15,390 CHF | 100.00% | 100.00% |
12/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,487 CHF | 14,987 CHF | 100.00% | 100.00% |
11/11/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,767 CHF | 14,267 CHF | 100.00% | 100.00% |
08/11/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,068 CHF | 13,568 CHF | 100.00% | 100.00% |
07/11/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,246 CHF | 13,746 CHF | 100.00% | 100.00% |