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 | 7.34% | 1.25 CHF | 1.30 CHF | 40,000 | 30,000 | 48,977 | 11,211 | 57,549 CHF | 14,336 CHF | 99.59% | 99.59% |
19/11/2024 | 4.54% | 1.18 CHF | 1.21 CHF | 50,000 | 30,000 | 50,000 | 11,211 | 57,699 CHF | 13,553 CHF | 99.62% | 99.62% |
18/11/2024 | 5.01% | 1.08 CHF | 1.11 CHF | 50,000 | 30,000 | 50,000 | 11,271 | 52,081 CHF | 12,357 CHF | 98.49% | 98.49% |
15/11/2024 | 5.13% | 1.00 CHF | 1.03 CHF | 50,000 | 30,000 | 50,319 | 11,211 | 50,998 CHF | 11,802 CHF | 99.62% | 99.62% |
14/11/2024 | 5.52% | 1.04 CHF | 1.07 CHF | 50,000 | 30,000 | 57,862 | 11,211 | 54,887 CHF | 11,570 CHF | 99.62% | 99.62% |
13/11/2024 | 4.87% | 1.01 CHF | 1.04 CHF | 50,000 | 30,000 | 50,000 | 11,354 | 53,200 CHF | 12,401 CHF | 96.97% | 96.97% |
12/11/2024 | 8.21% | 1.07 CHF | 1.12 CHF | 50,000 | 30,000 | 50,000 | 11,217 | 52,121 CHF | 12,600 CHF | 99.49% | 99.49% |
11/11/2024 | 6.58% | 1.15 CHF | 1.20 CHF | 50,000 | 30,000 | 43,289 | 11,276 | 55,681 CHF | 14,744 CHF | 98.40% | 98.40% |
08/11/2024 | 6.27% | 1.42 CHF | 1.47 CHF | 40,000 | 30,000 | 40,000 | 11,213 | 55,224 CHF | 16,471 CHF | 99.59% | 99.59% |
07/11/2024 | 5.58% | 1.47 CHF | 1.52 CHF | 40,000 | 30,000 | 40,000 | 13,840 | 57,933 CHF | 20,656 CHF | 57.43% | 57.43% |