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 | 5.90% | 0.95 CHF | 0.98 CHF | 60,000 | 30,000 | 60,000 | 11,210 | 53,179 CHF | 10,706 CHF | 99.58% | 99.58% |
19/11/2024 | 6.12% | 0.88 CHF | 0.91 CHF | 60,000 | 30,000 | 62,098 | 11,210 | 52,698 CHF | 10,140 CHF | 99.60% | 99.60% |
18/11/2024 | 6.92% | 0.79 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 18,784 | 52,329 CHF | 15,056 CHF | 98.48% | 98.48% |
15/11/2024 | 7.11% | 0.71 CHF | 0.74 CHF | 80,000 | 50,000 | 71,793 | 18,684 | 51,904 CHF | 14,260 CHF | 99.61% | 99.61% |
14/11/2024 | 7.81% | 0.75 CHF | 0.78 CHF | 70,000 | 50,000 | 78,590 | 18,684 | 52,239 CHF | 13,906 CHF | 99.61% | 99.61% |
13/11/2024 | 6.66% | 0.73 CHF | 0.76 CHF | 70,000 | 30,000 | 70,000 | 11,321 | 53,917 CHF | 9,065 CHF | 97.55% | 97.55% |
12/11/2024 | 6.74% | 0.78 CHF | 0.81 CHF | 70,000 | 30,000 | 70,000 | 11,217 | 53,755 CHF | 9,155 CHF | 99.48% | 99.48% |
11/11/2024 | 8.45% | 0.85 CHF | 0.90 CHF | 60,000 | 30,000 | 54,021 | 11,275 | 53,502 CHF | 11,394 CHF | 98.39% | 98.39% |
08/11/2024 | 7.90% | 1.12 CHF | 1.17 CHF | 50,000 | 30,000 | 50,000 | 11,212 | 54,303 CHF | 13,172 CHF | 99.58% | 99.58% |
07/11/2024 | 6.95% | 1.17 CHF | 1.22 CHF | 50,000 | 30,000 | 50,000 | 13,840 | 57,677 CHF | 16,576 CHF | 57.42% | 57.42% |