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 | 11.84% | 4.94 CHF | 5.24 CHF | 30,000 | 30,000 | 22,172 | 11,212 | 96,536 CHF | 55,643 CHF | 99.63% | 99.63% |
19/11/2024 | 11.25% | 4.70 CHF | 5.00 CHF | 30,000 | 30,000 | 22,172 | 11,213 | 100,140 CHF | 56,180 CHF | 99.65% | 99.65% |
18/11/2024 | 10.09% | 4.12 CHF | 4.42 CHF | 20,000 | 20,000 | 14,283 | 7,483 | 69,145 CHF | 38,091 CHF | 99.43% | 99.43% |
15/11/2024 | 9.93% | 5.81 CHF | 6.11 CHF | 30,000 | 30,000 | 17,483 | 11,213 | 91,892 CHF | 65,316 CHF | 99.64% | 99.64% |
14/11/2024 | 11.84% | 4.69 CHF | 4.99 CHF | 30,000 | 30,000 | 22,169 | 11,206 | 95,142 CHF | 53,853 CHF | 99.61% | 99.61% |
13/11/2024 | 8.88% | 4.20 CHF | 4.40 CHF | 50,000 | 50,000 | 26,654 | 18,872 | 103,320 CHF | 79,118 CHF | 97.57% | 97.57% |
12/11/2024 | 10.29% | 3.71 CHF | 3.91 CHF | 50,000 | 50,000 | 26,542 | 18,723 | 89,006 CHF | 68,899 CHF | 99.24% | 99.24% |
11/11/2024 | 8.38% | 3.21 CHF | 3.36 CHF | 50,000 | 50,000 | 26,515 | 18,687 | 82,765 CHF | 63,053 CHF | 99.64% | 99.64% |
08/11/2024 | 9.43% | 2.81 CHF | 2.96 CHF | 50,000 | 50,000 | 27,247 | 18,687 | 74,173 CHF | 55,308 CHF | 99.63% | 99.63% |
07/11/2024 | 10.16% | 3.03 CHF | 3.23 CHF | 50,000 | 50,000 | 26,515 | 18,687 | 85,735 CHF | 64,618 CHF | 99.63% | 99.63% |