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 | 1.52% | 1.29 CHF | 1.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 12,713 CHF | 12,907 CHF | 100.00% | 100.00% |
19/11/2024 | 1.61% | 1.24 CHF | 1.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 12,217 CHF | 12,416 CHF | 100.00% | 100.00% |
18/11/2024 | 1.56% | 1.26 CHF | 1.28 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 12,479 CHF | 12,676 CHF | 100.00% | 100.00% |
15/11/2024 | 1.51% | 1.29 CHF | 1.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,658 CHF | 13,866 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 1.39 CHF | 1.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,678 CHF | 13,847 CHF | 100.00% | 100.00% |
13/11/2024 | 1.17% | 1.46 CHF | 1.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,873 CHF | 15,047 CHF | 100.00% | 100.00% |
12/11/2024 | 1.16% | 1.56 CHF | 1.57 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,790 CHF | 15,975 CHF | 100.00% | 100.00% |
11/11/2024 | 1.11% | 1.66 CHF | 1.68 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,018 CHF | 17,209 CHF | 100.00% | 100.00% |
08/11/2024 | 1.16% | 1.69 CHF | 1.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,649 CHF | 17,854 CHF | 100.00% | 100.00% |
07/11/2024 | 1.28% | 1.90 CHF | 1.93 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 14,357 CHF | 14,541 CHF | 100.00% | 100.00% |