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 | 3.66% | 0.98 CHF | 1.01 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 3,005 CHF | 3,117 CHF | 100.00% | 100.00% |
19/11/2024 | 3.72% | 0.97 CHF | 1.01 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 2,860 CHF | 2,969 CHF | 100.00% | 100.00% |
18/11/2024 | 3.65% | 1.04 CHF | 1.07 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 3,113 CHF | 3,229 CHF | 100.00% | 100.00% |
15/11/2024 | 3.53% | 1.06 CHF | 1.10 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 3,130 CHF | 3,243 CHF | 100.00% | 100.00% |
14/11/2024 | 3.77% | 1.02 CHF | 1.06 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 2,993 CHF | 3,108 CHF | 100.00% | 100.00% |
13/11/2024 | 3.57% | 0.97 CHF | 1.00 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 2,889 CHF | 2,994 CHF | 100.00% | 100.00% |
12/11/2024 | 3.99% | 0.95 CHF | 0.99 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 2,862 CHF | 2,978 CHF | 100.00% | 100.00% |
11/11/2024 | 3.61% | 1.08 CHF | 1.12 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 3,396 CHF | 3,521 CHF | 100.00% | 100.00% |
08/11/2024 | 3.65% | 1.08 CHF | 1.12 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 3,102 CHF | 3,217 CHF | 100.00% | 100.00% |
07/11/2024 | 3.31% | 1.02 CHF | 1.05 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 3,076 CHF | 3,180 CHF | 100.00% | 100.00% |