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 | 4.28% | 3.66 CHF | 3.76 CHF | 50,000 | 50,000 | 26,514 | 18,685 | 104,779 CHF | 75,121 CHF | 99.58% | 99.58% |
19/11/2024 | 4.54% | 3.71 CHF | 3.81 CHF | 50,000 | 50,000 | 27,499 | 19,999 | 102,706 CHF | 77,121 CHF | 86.43% | 86.43% |
18/11/2024 | 4.45% | 4.04 CHF | 4.14 CHF | 50,000 | 50,000 | 26,514 | 18,686 | 104,478 CHF | 76,576 CHF | 99.56% | 99.56% |
15/11/2024 | 3.78% | 4.01 CHF | 4.11 CHF | 50,000 | 50,000 | 26,509 | 18,679 | 119,068 CHF | 84,931 CHF | 99.59% | 99.59% |
14/11/2024 | 3.62% | 4.86 CHF | 4.96 CHF | 50,000 | 50,000 | 26,514 | 18,685 | 129,221 CHF | 94,158 CHF | 99.56% | 99.56% |
13/11/2024 | 3.87% | 4.48 CHF | 4.58 CHF | 50,000 | 50,000 | 26,654 | 18,872 | 118,952 CHF | 86,439 CHF | 97.50% | 97.50% |
12/11/2024 | 4.14% | 4.43 CHF | 4.53 CHF | 50,000 | 50,000 | 26,685 | 18,914 | 113,470 CHF | 83,710 CHF | 96.96% | 96.96% |
11/11/2024 | 3.80% | 4.23 CHF | 4.33 CHF | 50,000 | 50,000 | 26,510 | 18,680 | 121,471 CHF | 88,020 CHF | 99.57% | 99.57% |
08/11/2024 | 3.64% | 4.73 CHF | 4.83 CHF | 50,000 | 50,000 | 26,510 | 18,681 | 127,738 CHF | 92,779 CHF | 99.59% | 99.59% |
07/11/2024 | 3.86% | 4.91 CHF | 5.01 CHF | 50,000 | 50,000 | 26,511 | 18,682 | 121,279 CHF | 88,668 CHF | 99.60% | 99.60% |