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 | 1.46% | 4.63 CHF | 4.67 CHF | 15,600 | 15,600 | 6,856 | 6,856 | 35,433 CHF | 35,867 CHF | 99.57% | 99.57% |
19/11/2024 | 1.43% | 5.44 CHF | 5.48 CHF | 17,100 | 17,100 | 7,608 | 7,608 | 37,888 CHF | 38,317 CHF | 99.21% | 99.21% |
18/11/2024 | 1.53% | 4.30 CHF | 4.34 CHF | 19,300 | 19,300 | 8,623 | 8,623 | 36,431 CHF | 36,898 CHF | 99.90% | 99.90% |
15/11/2024 | 1.59% | 3.91 CHF | 3.95 CHF | 17,000 | 17,000 | 6,916 | 6,916 | 28,179 CHF | 28,556 CHF | 91.62% | 91.62% |
14/11/2024 | 1.00% | 7.46 CHF | 7.52 CHF | 11,600 | 11,600 | 5,102 | 5,102 | 37,522 CHF | 37,857 CHF | 99.72% | 99.72% |
13/11/2024 | 1.00% | 6.85 CHF | 6.89 CHF | 13,200 | 13,200 | 6,241 | 6,241 | 38,632 CHF | 38,953 CHF | 99.93% | 99.93% |
12/11/2024 | 1.04% | 5.97 CHF | 6.01 CHF | 13,100 | 13,100 | 5,773 | 5,773 | 35,395 CHF | 35,706 CHF | 99.90% | 99.90% |
11/11/2024 | 1.13% | 6.31 CHF | 6.35 CHF | 12,000 | 12,000 | 4,935 | 4,935 | 32,440 CHF | 32,730 CHF | 99.90% | 99.90% |
08/11/2024 | 0.88% | 7.48 CHF | 7.52 CHF | 12,500 | 12,500 | 5,805 | 5,805 | 41,398 CHF | 41,701 CHF | 97.40% | 97.40% |
07/11/2024 | 1.00% | 6.03 CHF | 6.07 CHF | 13,800 | 13,800 | 6,154 | 6,154 | 37,024 CHF | 37,339 CHF | 100.00% | 100.00% |