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 | 2.20% | 1.27 CHF | 1.30 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 4,955 CHF | 5,065 CHF | 100.00% | 100.00% |
19/11/2024 | 1.96% | 1.24 CHF | 1.26 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 5,012 CHF | 5,111 CHF | 100.00% | 100.00% |
18/11/2024 | 1.97% | 1.21 CHF | 1.23 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 4,962 CHF | 5,061 CHF | 100.00% | 100.00% |
15/11/2024 | 2.08% | 1.19 CHF | 1.22 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 4,681 CHF | 4,779 CHF | 100.00% | 100.00% |
14/11/2024 | 3.06% | 1.14 CHF | 1.16 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 4,513 CHF | 4,652 CHF | 100.00% | 100.00% |
13/11/2024 | 2.80% | 1.14 CHF | 1.17 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 5,588 CHF | 5,746 CHF | 100.00% | 100.00% |
12/11/2024 | 2.94% | 1.06 CHF | 1.09 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 5,149 CHF | 5,303 CHF | 100.00% | 100.00% |
11/11/2024 | 3.32% | 1.00 CHF | 1.03 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,881 CHF | 5,046 CHF | 100.00% | 100.00% |
08/11/2024 | 2.88% | 1.04 CHF | 1.07 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 5,983 CHF | 6,158 CHF | 100.00% | 100.00% |
07/11/2024 | 3.13% | 0.95 CHF | 0.97 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,603 CHF | 4,749 CHF | 100.00% | 100.00% |