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 | 0.95% | 3.04 CHF | 3.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 44,995 CHF | 45,424 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 3.00 CHF | 3.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 44,914 CHF | 45,313 CHF | 100.00% | 100.00% |
18/11/2024 | 0.88% | 2.92 CHF | 2.95 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,812 CHF | 44,199 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 2.91 CHF | 2.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,111 CHF | 43,472 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 2.83 CHF | 2.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,014 CHF | 43,371 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 2.93 CHF | 2.95 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,690 CHF | 44,052 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 2.92 CHF | 2.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,028 CHF | 43,352 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 2.73 CHF | 2.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,593 CHF | 41,927 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 2.80 CHF | 2.82 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,809 CHF | 42,129 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 2.69 CHF | 2.71 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 40,236 CHF | 40,559 CHF | 100.00% | 100.00% |