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 | 1.07% | 4.40 CHF | 4.45 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 93,312 CHF | 47,156 CHF | 99.49% | 99.49% |
19/11/2024 | 1.20% | 4.21 CHF | 4.26 CHF | 20,000 | 10,000 | 19,754 | 10,000 | 81,898 CHF | 42,069 CHF | 97.55% | 97.55% |
18/11/2024 | 1.00% | 5.05 CHF | 5.10 CHF | 10,000 | 10,000 | 16,463 | 10,000 | 81,193 CHF | 50,068 CHF | 99.40% | 99.40% |
15/11/2024 | 1.05% | 4.79 CHF | 4.84 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 94,985 CHF | 47,993 CHF | 98.86% | 98.86% |
14/11/2024 | 0.69% | 4.61 CHF | 4.64 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 87,058 CHF | 43,829 CHF | 99.50% | 99.50% |
13/11/2024 | 1.20% | 3.61 CHF | 3.66 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 83,295 CHF | 42,148 CHF | 95.89% | 95.89% |
12/11/2024 | 1.04% | 4.21 CHF | 4.26 CHF | 20,000 | 10,000 | 18,743 | 10,000 | 89,244 CHF | 48,298 CHF | 99.57% | 99.57% |
11/11/2024 | 1.04% | 5.25 CHF | 5.30 CHF | 10,000 | 10,000 | 18,622 | 10,000 | 88,444 CHF | 48,265 CHF | 94.73% | 94.73% |
08/11/2024 | 1.19% | 3.93 CHF | 3.98 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 83,607 CHF | 42,303 CHF | 91.96% | 91.96% |
07/11/2024 | 0.86% | 5.39 CHF | 5.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,701 CHF | 58,201 CHF | 99.54% | 99.54% |