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 | 5.33% | 2.76 CHF | 2.86 CHF | 20,000 | 20,000 | 20,000 | 7,474 | 64,274 CHF | 23,733 CHF | 99.64% | 99.64% |
19/11/2024 | 3.17% | 3.14 CHF | 3.19 CHF | 30,000 | 30,000 | 22,172 | 11,213 | 62,410 CHF | 33,271 CHF | 99.66% | 99.66% |
18/11/2024 | 3.31% | 2.85 CHF | 2.90 CHF | 30,000 | 30,000 | 22,175 | 11,219 | 59,102 CHF | 31,017 CHF | 99.58% | 99.58% |
15/11/2024 | 2.99% | 2.40 CHF | 2.45 CHF | 30,000 | 20,000 | 20,447 | 7,476 | 59,311 CHF | 21,405 CHF | 99.66% | 99.66% |
14/11/2024 | 4.63% | 3.16 CHF | 3.26 CHF | 20,000 | 20,000 | 20,000 | 7,477 | 74,451 CHF | 27,652 CHF | 99.66% | 99.66% |
13/11/2024 | 4.06% | 3.94 CHF | 4.04 CHF | 20,000 | 20,000 | 20,000 | 7,549 | 85,157 CHF | 32,237 CHF | 97.59% | 97.59% |
12/11/2024 | 4.25% | 4.10 CHF | 4.20 CHF | 20,000 | 20,000 | 20,000 | 7,475 | 82,321 CHF | 32,254 CHF | 99.66% | 99.66% |
11/11/2024 | 4.51% | 4.08 CHF | 4.18 CHF | 20,000 | 20,000 | 20,000 | 7,476 | 77,706 CHF | 30,781 CHF | 99.65% | 99.65% |
08/11/2024 | 4.22% | 3.86 CHF | 3.96 CHF | 20,000 | 20,000 | 20,000 | 7,475 | 82,326 CHF | 31,189 CHF | 99.66% | 99.66% |
07/11/2024 | 4.66% | 4.04 CHF | 4.14 CHF | 20,000 | 20,000 | 20,000 | 7,475 | 75,121 CHF | 29,646 CHF | 99.65% | 99.65% |