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 | 5.00% | 0.68 CHF | 0.72 CHF | 44,688 | 10,000 | 43,924 | 10,000 | 31,432 CHF | 7,526 CHF | 100.00% | 100.00% |
19/11/2024 | 3.51% | 0.68 CHF | 0.71 CHF | 44,781 | 10,000 | 46,050 | 10,000 | 29,647 CHF | 6,672 CHF | 99.99% | 99.99% |
18/11/2024 | 3.80% | 0.66 CHF | 0.68 CHF | 46,213 | 10,000 | 41,576 | 9,447 | 26,238 CHF | 6,196 CHF | 99.80% | 99.80% |
15/11/2024 | 2.36% | 0.61 CHF | 0.63 CHF | 47,932 | 10,000 | 48,610 | 10,000 | 28,753 CHF | 6,058 CHF | 99.54% | 99.54% |
14/11/2024 | 2.90% | 0.75 CHF | 0.77 CHF | 44,373 | 10,000 | 42,668 | 10,000 | 34,912 CHF | 8,430 CHF | 97.90% | 97.90% |
13/11/2024 | 2.90% | 0.83 CHF | 0.86 CHF | 41,733 | 10,000 | 42,175 | 9,982 | 33,514 CHF | 8,166 CHF | 97.60% | 97.60% |
12/11/2024 | 2.92% | 0.81 CHF | 0.84 CHF | 42,131 | 10,000 | 42,013 | 10,000 | 34,399 CHF | 8,432 CHF | 98.69% | 98.69% |
11/11/2024 | 2.88% | 0.82 CHF | 0.85 CHF | 42,116 | 10,000 | 42,639 | 10,000 | 33,726 CHF | 8,142 CHF | 66.13% | 66.13% |
08/11/2024 | 3.39% | 0.67 CHF | 0.69 CHF | 45,362 | 10,000 | 45,701 | 10,000 | 30,149 CHF | 6,829 CHF | 90.93% | 90.93% |
07/11/2024 | 3.29% | 0.62 CHF | 0.63 CHF | 47,128 | 10,000 | 46,330 | 9,975 | 29,504 CHF | 6,563 CHF | 32.18% | 32.18% |