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 | 0.69% | 4.87 CHF | 4.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,287 CHF | 125,147 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 4.92 CHF | 4.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,142 CHF | 123,030 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 5.01 CHF | 5.04 CHF | 20,000 | 20,000 | 17,778 | 17,778 | 89,836 CHF | 90,537 CHF | 93.88% | 93.88% |
15/11/2024 | 0.71% | 5.18 CHF | 5.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,594 CHF | 129,514 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 4.88 CHF | 4.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,930 CHF | 123,789 CHF | 99.22% | 99.22% |
13/11/2024 | 0.70% | 4.83 CHF | 4.87 CHF | 25,000 | 25,000 | 24,890 | 24,774 | 120,240 CHF | 120,521 CHF | 99.36% | 99.36% |
12/11/2024 | 0.73% | 4.85 CHF | 4.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 101,733 CHF | 102,483 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 5.26 CHF | 5.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 105,062 CHF | 105,772 CHF | 99.78% | 99.78% |
08/11/2024 | 0.86% | 5.08 CHF | 5.12 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 62,929 CHF | 63,475 CHF | 86.95% | 86.95% |
07/11/2024 | 0.73% | 4.91 CHF | 4.95 CHF | 25,000 | 25,000 | 24,739 | 24,218 | 120,071 CHF | 118,505 CHF | 98.73% | 98.73% |