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 | 3.99% | 0.25 CHF | 0.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,462 CHF | 2,562 CHF | 100.00% | 100.00% |
19/11/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,735 CHF | 2,835 CHF | 100.00% | 100.00% |
18/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,642 CHF | 2,742 CHF | 100.00% | 100.00% |
15/11/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,652 CHF | 2,752 CHF | 100.00% | 100.00% |
14/11/2024 | 4.08% | 0.28 CHF | 0.29 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 2,429 CHF | 2,530 CHF | 100.00% | 100.00% |
13/11/2024 | 4.15% | 0.33 CHF | 0.34 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 2,993 CHF | 3,120 CHF | 100.00% | 100.00% |
12/11/2024 | 3.47% | 0.32 CHF | 0.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,192 CHF | 3,304 CHF | 100.00% | 100.00% |
11/11/2024 | 4.68% | 0.28 CHF | 0.29 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,580 CHF | 2,704 CHF | 100.00% | 100.00% |
08/11/2024 | 3.21% | 0.29 CHF | 0.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,320 CHF | 3,428 CHF | 100.00% | 100.00% |
07/11/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,809 CHF | 2,926 CHF | 100.00% | 100.00% |