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 | 5.56% | 6.65 CHF | 6.85 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 62,665 CHF | 12,524 CHF | 99.57% | 99.57% |
19/11/2024 | 5.74% | 6.23 CHF | 6.43 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 60,512 CHF | 11,973 CHF | 99.59% | 99.59% |
18/11/2024 | 6.33% | 5.69 CHF | 5.89 CHF | 10,000 | 5,000 | 10,000 | 1,878 | 54,585 CHF | 10,920 CHF | 98.47% | 98.47% |
15/11/2024 | 6.48% | 5.26 CHF | 5.46 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 53,097 CHF | 10,433 CHF | 99.60% | 99.60% |
14/11/2024 | 6.99% | 5.47 CHF | 5.67 CHF | 10,000 | 5,000 | 17,597 | 1,855 | 86,709 CHF | 10,157 CHF | 99.19% | 99.19% |
13/11/2024 | 6.15% | 5.33 CHF | 5.53 CHF | 10,000 | 5,000 | 10,000 | 1,887 | 55,759 CHF | 10,931 CHF | 97.55% | 97.55% |
12/11/2024 | 6.22% | 5.66 CHF | 5.86 CHF | 10,000 | 5,000 | 10,000 | 1,869 | 55,591 CHF | 10,998 CHF | 99.47% | 99.47% |
11/11/2024 | 7.49% | 6.05 CHF | 6.35 CHF | 10,000 | 5,000 | 10,000 | 1,879 | 67,992 CHF | 13,014 CHF | 98.38% | 98.38% |
08/11/2024 | 7.13% | 7.47 CHF | 7.77 CHF | 10,000 | 5,000 | 10,000 | 1,869 | 72,534 CHF | 14,536 CHF | 99.57% | 99.57% |
07/11/2024 | 6.33% | 7.73 CHF | 8.03 CHF | 10,000 | 5,000 | 10,000 | 2,258 | 76,821 CHF | 18,010 CHF | 50.09% | 50.09% |