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 | 1.24% | 1.04 CHF | 1.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,597 CHF | 16,804 CHF | 100.00% | 100.00% |
19/11/2024 | 1.37% | 1.08 CHF | 1.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,086 CHF | 16,308 CHF | 100.00% | 100.00% |
18/11/2024 | 1.33% | 1.10 CHF | 1.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,466 CHF | 16,686 CHF | 100.00% | 100.00% |
15/11/2024 | 1.21% | 1.16 CHF | 1.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 17,591 CHF | 17,805 CHF | 100.00% | 100.00% |
14/11/2024 | 1.15% | 1.21 CHF | 1.23 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 17,731 CHF | 17,936 CHF | 100.00% | 100.00% |
13/11/2024 | 1.16% | 1.17 CHF | 1.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,836 CHF | 17,032 CHF | 100.00% | 100.00% |
12/11/2024 | 1.22% | 1.10 CHF | 1.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,029 CHF | 18,250 CHF | 100.00% | 100.00% |
11/11/2024 | 1.13% | 1.25 CHF | 1.27 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,978 CHF | 19,194 CHF | 100.00% | 100.00% |
08/11/2024 | 1.19% | 1.21 CHF | 1.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,039 CHF | 18,255 CHF | 100.00% | 100.00% |
07/11/2024 | 1.09% | 1.23 CHF | 1.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,081 CHF | 18,279 CHF | 100.00% | 100.00% |