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 | 3.26% | 0.32 CHF | 0.33 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 13,580 CHF | 14,030 CHF | 100.00% | 100.00% |
19/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,037 CHF | 16,537 CHF | 100.00% | 100.00% |
18/11/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 13,904 CHF | 14,354 CHF | 100.00% | 100.00% |
15/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,883 CHF | 16,383 CHF | 100.00% | 100.00% |
14/11/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,133 CHF | 15,633 CHF | 100.00% | 100.00% |
13/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,343 CHF | 15,843 CHF | 100.00% | 100.00% |
12/11/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,228 CHF | 14,728 CHF | 100.00% | 100.00% |
11/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,320 CHF | 13,820 CHF | 100.00% | 100.00% |
08/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,484 CHF | 14,984 CHF | 100.00% | 100.00% |
07/11/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,433 CHF | 14,933 CHF | 100.00% | 100.00% |