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 | 1.01% | 4.15 CHF | 4.19 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 8,004 CHF | 8,085 CHF | 100.00% | 100.00% |
19/11/2024 | 0.97% | 3.96 CHF | 4.00 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 12,175 CHF | 12,294 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 3.85 CHF | 3.88 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 11,283 CHF | 11,392 CHF | 100.00% | 100.00% |
15/11/2024 | 1.02% | 3.55 CHF | 3.59 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 10,545 CHF | 10,653 CHF | 100.00% | 100.00% |
14/11/2024 | 1.25% | 3.50 CHF | 3.54 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 7,524 CHF | 7,618 CHF | 100.00% | 100.00% |
13/11/2024 | 1.26% | 3.94 CHF | 3.99 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 7,779 CHF | 7,878 CHF | 100.00% | 100.00% |
12/11/2024 | 1.11% | 3.93 CHF | 3.97 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 11,301 CHF | 11,427 CHF | 100.00% | 100.00% |
11/11/2024 | 1.23% | 3.41 CHF | 3.45 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 9,704 CHF | 9,824 CHF | 100.00% | 100.00% |
08/11/2024 | 1.02% | 3.34 CHF | 3.38 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 12,924 CHF | 13,056 CHF | 100.00% | 100.00% |
07/11/2024 | 1.17% | 2.77 CHF | 2.81 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 10,678 CHF | 10,804 CHF | 100.00% | 100.00% |