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 | 5.77% | 9.35 CHF | 9.86 CHF | 8,758 | 2,000 | 8,688 | 2,000 | 74,908 CHF | 18,262 CHF | 99.36% | 99.36% |
19/11/2024 | 4.78% | 8.14 CHF | 8.57 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 88,508 CHF | 23,210 CHF | 83.38% | 83.38% |
18/11/2024 | 5.89% | 7.06 CHF | 7.49 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 70,179 CHF | 18,606 CHF | 100.00% | 100.00% |
15/11/2024 | 6.80% | 6.85 CHF | 7.31 CHF | 9,607 | 2,500 | 9,576 | 2,500 | 62,492 CHF | 17,460 CHF | 99.99% | 99.99% |
14/11/2024 | 6.15% | 7.33 CHF | 7.84 CHF | 8,701 | 2,000 | 8,774 | 2,000 | 70,475 CHF | 17,068 CHF | 99.52% | 99.52% |
13/11/2024 | 5.16% | 8.00 CHF | 8.41 CHF | 10,000 | 2,500 | 10,000 | 2,477 | 78,549 CHF | 20,483 CHF | 99.32% | 99.32% |
12/11/2024 | 4.25% | 7.20 CHF | 7.49 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 67,603 CHF | 35,269 CHF | 100.00% | 100.00% |
11/11/2024 | 7.42% | 4.36 CHF | 4.68 CHF | 13,486 | 2,500 | 13,439 | 2,500 | 56,227 CHF | 11,264 CHF | 100.00% | 100.00% |
08/11/2024 | 4.95% | 5.10 CHF | 5.34 CHF | 10,000 | 5,000 | 16,808 | 5,000 | 79,633 CHF | 25,029 CHF | 100.00% | 100.00% |
07/11/2024 | 7.60% | 3.57 CHF | 3.83 CHF | 16,296 | 5,000 | 16,285 | 5,000 | 55,035 CHF | 18,208 CHF | 91.77% | 91.77% |