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 | 6.83% | 1.22 CHF | 1.27 CHF | 50,000 | 30,000 | 42,791 | 11,209 | 53,654 CHF | 14,711 CHF | 99.56% | 99.56% |
19/11/2024 | 6.59% | 1.30 CHF | 1.35 CHF | 40,000 | 30,000 | 40,005 | 11,207 | 52,276 CHF | 15,425 CHF | 99.58% | 99.58% |
18/11/2024 | 5.81% | 1.45 CHF | 1.50 CHF | 40,000 | 20,000 | 40,000 | 7,513 | 59,438 CHF | 11,663 CHF | 98.46% | 98.46% |
15/11/2024 | 5.61% | 1.61 CHF | 1.66 CHF | 40,000 | 20,000 | 40,000 | 7,473 | 61,932 CHF | 12,277 CHF | 99.59% | 99.59% |
14/11/2024 | 5.22% | 1.54 CHF | 1.59 CHF | 40,000 | 20,000 | 35,135 | 7,473 | 57,768 CHF | 12,526 CHF | 99.59% | 99.59% |
13/11/2024 | 5.94% | 1.57 CHF | 1.62 CHF | 40,000 | 20,000 | 40,000 | 7,550 | 58,446 CHF | 11,853 CHF | 97.43% | 97.43% |
12/11/2024 | 5.90% | 1.48 CHF | 1.53 CHF | 40,000 | 30,000 | 40,000 | 11,216 | 58,651 CHF | 17,335 CHF | 99.46% | 99.46% |
11/11/2024 | 4.25% | 1.39 CHF | 1.42 CHF | 40,000 | 30,000 | 46,197 | 11,274 | 57,264 CHF | 15,189 CHF | 98.37% | 98.37% |
08/11/2024 | 4.50% | 1.16 CHF | 1.19 CHF | 50,000 | 30,000 | 50,000 | 11,211 | 58,037 CHF | 13,499 CHF | 99.56% | 99.56% |
07/11/2024 | 4.41% | 1.12 CHF | 1.15 CHF | 50,000 | 30,000 | 50,000 | 13,840 | 56,027 CHF | 16,387 CHF | 57.40% | 57.40% |