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 | 0.49% | 4.82 CHF | 4.84 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 18,957 CHF | 19,050 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 4.87 CHF | 4.90 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 19,669 CHF | 19,761 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 4.83 CHF | 4.85 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 19,724 CHF | 19,820 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 4.86 CHF | 4.88 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 19,025 CHF | 19,120 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 4.79 CHF | 4.81 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 19,238 CHF | 19,332 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 4.90 CHF | 4.92 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 19,239 CHF | 19,329 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 4.63 CHF | 4.65 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 21,580 CHF | 21,669 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 3.89 CHF | 3.91 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 19,545 CHF | 19,639 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 4.08 CHF | 4.09 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 21,009 CHF | 21,099 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 3.86 CHF | 3.88 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 18,903 CHF | 18,997 CHF | 100.00% | 100.00% |