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 | 1.01% | 5.51 CHF | 5.54 CHF | 4,000 | 4,000 | 2,677 | 2,677 | 15,132 CHF | 15,274 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 5.65 CHF | 5.68 CHF | 4,000 | 4,000 | 2,278 | 2,278 | 14,390 CHF | 14,521 CHF | 99.98% | 99.98% |
18/11/2024 | 0.92% | 6.03 CHF | 6.06 CHF | 4,000 | 4,000 | 2,676 | 2,676 | 16,805 CHF | 16,947 CHF | 100.00% | 100.00% |
15/11/2024 | 1.03% | 6.13 CHF | 6.17 CHF | 3,000 | 3,000 | 1,999 | 1,999 | 13,475 CHF | 13,606 CHF | 72.07% | 72.07% |
14/11/2024 | 0.91% | 7.89 CHF | 7.93 CHF | 3,000 | 3,000 | 2,008 | 2,008 | 15,339 CHF | 15,467 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 6.36 CHF | 6.39 CHF | 4,000 | 4,000 | 2,678 | 2,678 | 15,878 CHF | 16,020 CHF | 99.65% | 99.65% |
12/11/2024 | 1.10% | 5.58 CHF | 5.62 CHF | 3,000 | 3,000 | 2,008 | 2,008 | 13,438 CHF | 13,578 CHF | 99.96% | 99.96% |
11/11/2024 | 1.00% | 7.68 CHF | 7.73 CHF | 2,000 | 2,000 | 1,339 | 1,339 | 12,721 CHF | 12,840 CHF | 99.83% | 99.83% |
08/11/2024 | 0.96% | 10.65 CHF | 10.70 CHF | 2,000 | 2,000 | 1,339 | 1,339 | 13,437 CHF | 13,555 CHF | 99.79% | 99.79% |
07/11/2024 | 0.90% | 9.91 CHF | 9.95 CHF | 3,000 | 3,000 | 2,008 | 2,008 | 17,671 CHF | 17,814 CHF | 99.98% | 99.98% |