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 | 2.74% | 5.86 CHF | 6.01 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 54,067 CHF | 55,567 CHF | 99.53% | 99.53% |
19/11/2024 | 2.77% | 5.34 CHF | 5.49 CHF | 10,000 | 10,000 | 10,518 | 10,000 | 56,040 CHF | 55,036 CHF | 99.55% | 99.55% |
18/11/2024 | 3.10% | 4.69 CHF | 4.84 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 95,175 CHF | 49,087 CHF | 99.57% | 99.57% |
15/11/2024 | 2.93% | 5.01 CHF | 5.16 CHF | 10,000 | 10,000 | 14,553 | 10,000 | 72,907 CHF | 51,954 CHF | 98.92% | 98.92% |
14/11/2024 | 3.37% | 5.40 CHF | 5.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,568 CHF | 60,568 CHF | 98.73% | 98.73% |
13/11/2024 | 2.97% | 6.80 CHF | 7.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 66,346 CHF | 68,346 CHF | 96.12% | 96.12% |
12/11/2024 | 2.73% | 6.11 CHF | 6.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 54,361 CHF | 55,861 CHF | 99.55% | 99.55% |
11/11/2024 | 3.52% | 5.28 CHF | 5.48 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,939 CHF | 57,939 CHF | 99.56% | 99.56% |
08/11/2024 | 2.58% | 5.98 CHF | 6.13 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,453 CHF | 58,953 CHF | 99.52% | 99.52% |
07/11/2024 | 3.93% | 4.58 CHF | 4.78 CHF | 20,000 | 10,000 | 15,307 | 10,000 | 75,217 CHF | 52,041 CHF | 99.24% | 99.24% |