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 | 1.54% | 5.79 CHF | 5.87 CHF | 9,800 | 9,800 | 9,647 | 9,647 | 49,903 CHF | 50,675 CHF | 100.00% | 100.00% |
19/11/2024 | 1.57% | 4.91 CHF | 4.99 CHF | 9,900 | 9,900 | 9,938 | 9,938 | 50,333 CHF | 51,128 CHF | 99.84% | 99.84% |
18/11/2024 | 1.41% | 4.73 CHF | 4.80 CHF | 11,000 | 11,000 | 10,983 | 10,983 | 54,131 CHF | 54,900 CHF | 100.00% | 100.00% |
15/11/2024 | 1.56% | 4.26 CHF | 4.32 CHF | 14,600 | 14,600 | 14,376 | 14,376 | 54,831 CHF | 55,694 CHF | 100.00% | 100.00% |
14/11/2024 | 2.11% | 3.24 CHF | 3.31 CHF | 11,800 | 11,800 | 11,834 | 11,834 | 38,949 CHF | 39,778 CHF | 100.00% | 100.00% |
13/11/2024 | 1.54% | 3.92 CHF | 3.98 CHF | 13,700 | 13,700 | 13,649 | 13,649 | 52,680 CHF | 53,499 CHF | 100.00% | 100.00% |
12/11/2024 | 1.82% | 3.52 CHF | 3.58 CHF | 14,800 | 14,800 | 14,607 | 14,607 | 47,800 CHF | 48,676 CHF | 99.86% | 99.86% |
11/11/2024 | 2.00% | 3.06 CHF | 3.12 CHF | 13,300 | 13,300 | 13,311 | 13,311 | 39,535 CHF | 40,333 CHF | 100.00% | 100.00% |
08/11/2024 | 1.76% | 3.27 CHF | 3.33 CHF | 13,000 | 13,000 | 13,016 | 13,016 | 43,940 CHF | 44,721 CHF | 98.88% | 98.88% |
07/11/2024 | 2.11% | 3.28 CHF | 3.35 CHF | 11,700 | 11,700 | 11,711 | 11,711 | 38,569 CHF | 39,388 CHF | 100.00% | 100.00% |