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 | 2.47% | 8.01 CHF | 8.21 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 77,383 CHF | 39,657 CHF | 99.37% | 99.37% |
19/11/2024 | 2.27% | 7.54 CHF | 7.72 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 78,343 CHF | 60,107 CHF | 83.38% | 83.38% |
18/11/2024 | 2.47% | 7.09 CHF | 7.27 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,748 CHF | 54,386 CHF | 100.00% | 100.00% |
15/11/2024 | 2.62% | 7.00 CHF | 7.19 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 68,717 CHF | 35,272 CHF | 99.99% | 99.99% |
14/11/2024 | 2.52% | 7.20 CHF | 7.39 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 74,597 CHF | 38,249 CHF | 99.52% | 99.52% |
13/11/2024 | 2.36% | 7.43 CHF | 7.60 CHF | 10,000 | 7,500 | 10,000 | 7,415 | 73,644 CHF | 55,903 CHF | 99.32% | 99.32% |
12/11/2024 | 2.13% | 7.12 CHF | 7.26 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 68,934 CHF | 52,814 CHF | 100.00% | 100.00% |
11/11/2024 | 2.72% | 5.69 CHF | 5.84 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 56,053 CHF | 43,197 CHF | 100.00% | 100.00% |
08/11/2024 | 2.30% | 6.02 CHF | 6.15 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 58,267 CHF | 44,717 CHF | 100.00% | 100.00% |
07/11/2024 | 2.74% | 5.17 CHF | 5.31 CHF | 10,000 | 7,500 | 13,924 | 7,500 | 69,846 CHF | 39,052 CHF | 91.77% | 91.77% |