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 | 2.82% | 0.34 CHF | 0.35 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 10,494 CHF | 10,794 CHF | 100.00% | 100.00% |
19/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 10,365 CHF | 10,665 CHF | 100.00% | 100.00% |
18/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,381 CHF | 9,631 CHF | 100.00% | 100.00% |
15/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,103 CHF | 10,353 CHF | 100.00% | 100.00% |
14/11/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 11,380 CHF | 11,680 CHF | 100.00% | 100.00% |
13/11/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 11,018 CHF | 11,318 CHF | 100.00% | 100.00% |
12/11/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,610 CHF | 9,860 CHF | 100.00% | 100.00% |
11/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,279 CHF | 11,529 CHF | 100.00% | 100.00% |
08/11/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,186 CHF | 9,386 CHF | 100.00% | 100.00% |
07/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 11,326 CHF | 11,526 CHF | 100.00% | 100.00% |