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 | 1.33% | 6.77 CHF | 6.80 CHF | 14,100 | 14,100 | 4,950 | 4,950 | 33,045 CHF | 33,328 CHF | 99.03% | 99.03% |
19/11/2024 | 1.25% | 6.87 CHF | 6.89 CHF | 15,200 | 15,200 | 5,243 | 5,243 | 34,843 CHF | 35,085 CHF | 99.38% | 99.38% |
18/11/2024 | 1.29% | 6.11 CHF | 6.14 CHF | 13,800 | 13,800 | 4,644 | 4,644 | 31,195 CHF | 31,463 CHF | 98.54% | 99.89% |
15/11/2024 | 1.49% | 6.49 CHF | 6.51 CHF | 26,300 | 26,300 | 7,352 | 7,352 | 46,741 CHF | 47,040 CHF | 99.15% | 99.15% |
14/11/2024 | - | 3.84 CHF | - CHF | 20,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13/11/2024 | - | 4.48 CHF | - CHF | 24,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 3.85 CHF | - CHF | 26,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 3.42 CHF | - CHF | 30,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08/11/2024 | - | 2.87 CHF | - CHF | 32,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | 1.75% | 3.21 CHF | 3.13 CHF | 23,300 | 23,300 | 5,233 | 5,233 | 18,178 CHF | 18,445 CHF | 84.38% | 100.00% |