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 | 4.11% | 11.42 CHF | 11.67 CHF | 10,000 | 5,000 | 10,000 | 2,980 | 112,869 CHF | 35,003 CHF | 99.62% | 99.62% |
19/11/2024 | 4.65% | 9.04 CHF | 9.24 CHF | 10,000 | 7,500 | 10,000 | 3,513 | 80,126 CHF | 29,949 CHF | 99.63% | 99.63% |
18/11/2024 | 4.82% | 7.96 CHF | 8.12 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 62,756 CHF | 38,750 CHF | 99.59% | 99.59% |
15/11/2024 | 4.88% | 6.17 CHF | 6.36 CHF | 10,000 | 7,500 | 10,000 | 5,268 | 71,048 CHF | 38,859 CHF | 99.64% | 99.64% |
14/11/2024 | 4.36% | 7.90 CHF | 8.08 CHF | 10,000 | 7,500 | 10,000 | 5,268 | 75,799 CHF | 41,837 CHF | 99.63% | 99.63% |
13/11/2024 | 4.39% | 7.24 CHF | 7.40 CHF | 10,000 | 10,000 | 10,000 | 5,871 | 66,490 CHF | 41,039 CHF | 97.56% | 97.56% |
12/11/2024 | 4.70% | 5.78 CHF | 5.92 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 54,692 CHF | 33,599 CHF | 99.63% | 99.63% |
11/11/2024 | 4.72% | 5.35 CHF | 5.48 CHF | 10,000 | 10,000 | 17,884 | 7,768 | 86,574 CHF | 39,866 CHF | 99.63% | 99.63% |
08/11/2024 | 4.86% | 4.58 CHF | 4.70 CHF | 20,000 | 10,000 | 19,804 | 5,811 | 94,781 CHF | 29,026 CHF | 99.62% | 99.62% |
07/11/2024 | 4.93% | 4.56 CHF | 4.67 CHF | 20,000 | 20,000 | 20,000 | 9,918 | 80,902 CHF | 42,683 CHF | 99.63% | 99.63% |