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 | 2.46% | 4.94 CHF | 5.06 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 11,357 CHF | 11,640 CHF | 100.00% | 100.00% |
19/11/2024 | 2.21% | 4.87 CHF | 4.98 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 11,696 CHF | 11,957 CHF | 84.94% | 84.94% |
18/11/2024 | 2.35% | 4.26 CHF | 4.37 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 11,622 CHF | 11,898 CHF | 100.00% | 100.00% |
15/11/2024 | 2.47% | 4.55 CHF | 4.65 CHF | 2,500 | 2,500 | 2,044 | 2,044 | 8,890 CHF | 9,106 CHF | 100.00% | 100.00% |
14/11/2024 | 3.16% | 4.06 CHF | 4.19 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 10,357 CHF | 10,687 CHF | 99.44% | 99.44% |
13/11/2024 | 2.38% | 5.62 CHF | 5.75 CHF | 2,500 | 2,500 | 2,484 | 2,484 | 13,445 CHF | 13,767 CHF | 98.88% | 98.88% |
12/11/2024 | 2.17% | 5.49 CHF | 5.61 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 12,778 CHF | 13,058 CHF | 100.00% | 100.00% |
11/11/2024 | 2.50% | 4.58 CHF | 4.69 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 11,144 CHF | 11,426 CHF | 100.00% | 100.00% |
08/11/2024 | 2.24% | 4.58 CHF | 4.68 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 10,858 CHF | 11,104 CHF | 100.00% | 100.00% |
07/11/2024 | 3.74% | 3.91 CHF | 4.05 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 7,176 CHF | 7,449 CHF | 39.69% | 39.69% |