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 | 5.36% | 0.46 CHF | 0.48 CHF | 20,000 | 20,000 | 19,998 | 19,998 | 9,134 CHF | 9,637 CHF | 99.21% | 99.21% |
19/11/2024 | 6.63% | 0.37 CHF | 0.40 CHF | 20,000 | 20,000 | 19,996 | 19,996 | 7,445 CHF | 7,952 CHF | 99.35% | 99.35% |
18/11/2024 | 5.78% | 0.48 CHF | 0.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,519 CHF | 10,086 CHF | 99.84% | 99.84% |
15/11/2024 | 5.33% | 0.51 CHF | 0.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 11,012 CHF | 11,612 CHF | 99.34% | 99.34% |
14/11/2024 | 5.58% | 0.62 CHF | 0.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 10,440 CHF | 11,036 CHF | 98.34% | 98.34% |
13/11/2024 | 6.07% | 0.47 CHF | 0.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 8,123 CHF | 8,628 CHF | 99.90% | 99.90% |
12/11/2024 | 4.57% | 0.56 CHF | 0.59 CHF | 20,000 | 20,000 | 11,483 | 11,483 | 7,284 CHF | 7,628 CHF | 99.32% | 99.32% |
11/11/2024 | 4.15% | 0.72 CHF | 0.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,166 CHF | 14,766 CHF | 99.70% | 99.70% |
08/11/2024 | 4.95% | 0.58 CHF | 0.61 CHF | 20,000 | 20,000 | 19,993 | 19,993 | 11,837 CHF | 12,437 CHF | 98.31% | 98.31% |
07/11/2024 | 4.48% | 0.66 CHF | 0.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,122 CHF | 13,722 CHF | 99.64% | 99.64% |