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 | 2.43% | 0.42 CHF | 0.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,225 CHF | 12,525 CHF | 100.00% | 100.00% |
19/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,903 CHF | 13,203 CHF | 100.00% | 100.00% |
18/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,002 CHF | 13,302 CHF | 100.00% | 100.00% |
15/11/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,271 CHF | 12,571 CHF | 100.00% | 100.00% |
14/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,501 CHF | 12,801 CHF | 100.00% | 100.00% |
13/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,496 CHF | 12,796 CHF | 100.00% | 100.00% |
12/11/2024 | 2.78% | 0.39 CHF | 0.40 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 16,005 CHF | 16,455 CHF | 100.00% | 100.00% |
11/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 12,293 CHF | 12,693 CHF | 100.00% | 100.00% |
08/11/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 15,411 CHF | 15,861 CHF | 100.00% | 100.00% |
07/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 11,647 CHF | 12,047 CHF | 100.00% | 100.00% |