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 | 2.44% | 3.95 CHF | 4.04 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,877 CHF | 3,973 CHF | 100.00% | 100.00% |
19/11/2024 | 2.31% | 3.96 CHF | 4.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 4,002 CHF | 4,096 CHF | 100.00% | 100.00% |
18/11/2024 | 2.40% | 3.80 CHF | 3.89 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,798 CHF | 3,890 CHF | 100.00% | 100.00% |
15/11/2024 | 2.44% | 3.74 CHF | 3.83 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,792 CHF | 3,886 CHF | 100.00% | 100.00% |
14/11/2024 | 2.53% | 3.84 CHF | 3.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,912 CHF | 4,012 CHF | 100.00% | 100.00% |
13/11/2024 | 2.45% | 4.00 CHF | 4.10 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 4,013 CHF | 4,113 CHF | 100.00% | 100.00% |
12/11/2024 | 2.29% | 4.04 CHF | 4.13 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 4,034 CHF | 4,127 CHF | 100.00% | 100.00% |
11/11/2024 | 2.41% | 3.75 CHF | 3.84 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,628 CHF | 3,716 CHF | 100.00% | 100.00% |
08/11/2024 | 2.42% | 3.76 CHF | 3.85 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,872 CHF | 3,966 CHF | 100.00% | 100.00% |
07/11/2024 | 2.64% | 3.92 CHF | 4.03 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 3,902 CHF | 4,007 CHF | 100.00% | 100.00% |