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 | 3.41% | 0.28 CHF | 0.29 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 17,328 CHF | 17,928 CHF | 100.00% | 100.00% |
19/11/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 17,229 CHF | 17,829 CHF | 100.00% | 100.00% |
18/11/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 18,735 CHF | 19,335 CHF | 100.00% | 100.00% |
15/11/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 19,151 CHF | 19,751 CHF | 100.00% | 100.00% |
14/11/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 17,993 CHF | 18,593 CHF | 100.00% | 100.00% |
13/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 18,239 CHF | 18,839 CHF | 100.00% | 100.00% |
12/11/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,131 CHF | 16,631 CHF | 100.00% | 100.00% |
11/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,397 CHF | 19,897 CHF | 100.00% | 100.00% |
08/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,056 CHF | 19,556 CHF | 100.00% | 100.00% |
07/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,239 CHF | 21,739 CHF | 100.00% | 100.00% |