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 | 3.11% | 0.34 CHF | 0.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,165 CHF | 3,265 CHF | 100.00% | 100.00% |
19/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,458 CHF | 3,558 CHF | 100.00% | 100.00% |
18/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 5,015 CHF | 5,165 CHF | 100.00% | 100.00% |
15/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,902 CHF | 5,052 CHF | 100.00% | 100.00% |
14/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,664 CHF | 4,814 CHF | 100.00% | 100.00% |
13/11/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,799 CHF | 4,949 CHF | 100.00% | 100.00% |
12/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,847 CHF | 4,997 CHF | 100.00% | 100.00% |
11/11/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,606 CHF | 4,756 CHF | 100.00% | 100.00% |
08/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,297 CHF | 3,397 CHF | 100.00% | 100.00% |
07/11/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,295 CHF | 3,395 CHF | 100.00% | 100.00% |