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 | 9.13% | 1.79 CHF | 1.89 CHF | 30,000 | 20,000 | 30,000 | 7,474 | 55,613 CHF | 14,729 CHF | 99.59% | 99.59% |
19/11/2024 | 8.70% | 1.94 CHF | 2.04 CHF | 30,000 | 10,000 | 30,000 | 3,737 | 58,668 CHF | 7,831 CHF | 99.61% | 99.61% |
18/11/2024 | 7.43% | 2.23 CHF | 2.33 CHF | 30,000 | 10,000 | 30,000 | 3,757 | 69,031 CHF | 9,147 CHF | 98.49% | 98.49% |
15/11/2024 | 7.10% | 2.54 CHF | 2.64 CHF | 20,000 | 10,000 | 28,175 | 3,737 | 68,235 CHF | 9,780 CHF | 99.62% | 99.62% |
14/11/2024 | 6.50% | 2.42 CHF | 2.52 CHF | 30,000 | 10,000 | 21,669 | 3,737 | 56,635 CHF | 10,028 CHF | 99.62% | 99.62% |
13/11/2024 | 7.62% | 2.48 CHF | 2.58 CHF | 30,000 | 10,000 | 29,986 | 3,774 | 67,846 CHF | 9,355 CHF | 97.56% | 97.56% |
12/11/2024 | 7.55% | 2.30 CHF | 2.40 CHF | 30,000 | 10,000 | 30,000 | 3,739 | 68,206 CHF | 9,096 CHF | 99.49% | 99.49% |
11/11/2024 | 4.72% | 2.13 CHF | 2.18 CHF | 30,000 | 20,000 | 30,000 | 7,517 | 56,238 CHF | 15,418 CHF | 98.40% | 98.40% |
08/11/2024 | 5.05% | 1.72 CHF | 1.77 CHF | 30,000 | 20,000 | 30,638 | 7,475 | 52,622 CHF | 13,380 CHF | 99.59% | 99.59% |
07/11/2024 | 5.01% | 1.65 CHF | 1.70 CHF | 40,000 | 20,000 | 36,828 | 9,227 | 60,205 CHF | 16,179 CHF | 57.43% | 57.43% |