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 | 1.89% | 3.65 CHF | 3.72 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 36,710 CHF | 37,410 CHF | 100.00% | 100.00% |
19/11/2024 | 1.93% | 3.64 CHF | 3.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 35,897 CHF | 36,597 CHF | 100.00% | 100.00% |
18/11/2024 | 1.93% | 3.61 CHF | 3.68 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 35,903 CHF | 36,603 CHF | 100.00% | 100.00% |
15/11/2024 | 1.93% | 3.62 CHF | 3.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 35,923 CHF | 36,623 CHF | 100.00% | 100.00% |
14/11/2024 | 1.99% | 3.54 CHF | 3.61 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,898 CHF | 35,598 CHF | 100.00% | 100.00% |
13/11/2024 | 2.02% | 3.43 CHF | 3.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,337 CHF | 35,037 CHF | 100.00% | 100.00% |
12/11/2024 | 2.00% | 3.46 CHF | 3.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,695 CHF | 35,395 CHF | 100.00% | 100.00% |
11/11/2024 | 1.90% | 3.57 CHF | 3.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 36,430 CHF | 37,130 CHF | 100.00% | 100.00% |
08/11/2024 | 2.02% | 3.52 CHF | 3.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,230 CHF | 34,930 CHF | 100.00% | 100.00% |
07/11/2024 | 1.93% | 3.64 CHF | 3.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 35,984 CHF | 36,684 CHF | 100.00% | 100.00% |