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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.66% | 2.94 CHF | 2.96 CHF | 10,000 | 10,000 | 9,018 | 9,018 | 27,661 CHF | 27,841 CHF | 99.99% | 99.99% |
20/11/2024 | 0.73% | 2.76 CHF | 2.78 CHF | 11,000 | 11,000 | 10,897 | 10,897 | 30,164 CHF | 30,382 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 2.60 CHF | 2.62 CHF | 12,000 | 12,000 | 11,887 | 11,887 | 29,248 CHF | 29,486 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 2.48 CHF | 2.50 CHF | 11,000 | 11,000 | 10,897 | 10,897 | 27,109 CHF | 27,328 CHF | 100.00% | 100.00% |
15/11/2024 | 1.33% | 2.55 CHF | 2.61 CHF | 4,000 | 4,000 | 3,756 | 3,756 | 17,389 CHF | 17,614 CHF | 71.40% | 71.40% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.87% | 7.43 CHF | 7.49 CHF | 3,000 | 3,000 | 2,971 | 2,971 | 20,685 CHF | 20,864 CHF | 98.93% | 98.93% |
12/11/2024 | 0.79% | 7.76 CHF | 7.82 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 30,240 CHF | 30,478 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 7.15 CHF | 7.20 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 28,908 CHF | 29,106 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 6.73 CHF | 6.78 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 25,706 CHF | 25,904 CHF | 100.00% | 100.00% |