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 | 0.68% | 4.82 CHF | 4.83 CHF | 20,000 | 10,000 | 16,342 | 5,802 | 80,794 CHF | 28,904 CHF | 99.60% | 99.60% |
19/11/2024 | 0.74% | 4.64 CHF | 4.65 CHF | 20,000 | 10,000 | 20,000 | 5,807 | 91,893 CHF | 26,764 CHF | 99.00% | 99.00% |
18/11/2024 | 0.66% | 4.82 CHF | 4.83 CHF | 20,000 | 10,000 | 12,062 | 5,805 | 60,968 CHF | 29,502 CHF | 99.45% | 99.45% |
15/11/2024 | 0.65% | 5.08 CHF | 5.09 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 52,541 CHF | 30,490 CHF | 99.59% | 99.59% |
14/11/2024 | 0.52% | 5.84 CHF | 5.85 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 63,919 CHF | 36,608 CHF | 99.60% | 99.60% |
13/11/2024 | 0.53% | 6.84 CHF | 6.85 CHF | 10,000 | 10,000 | 10,000 | 5,872 | 64,460 CHF | 38,357 CHF | 97.52% | 97.52% |
12/11/2024 | 0.54% | 6.75 CHF | 6.76 CHF | 10,000 | 10,000 | 10,000 | 5,845 | 63,496 CHF | 37,739 CHF | 94.76% | 94.76% |
11/11/2024 | 0.68% | 6.29 CHF | 6.30 CHF | 10,000 | 10,000 | 14,183 | 5,804 | 72,379 CHF | 31,504 CHF | 99.52% | 99.52% |
08/11/2024 | 0.93% | 4.22 CHF | 4.23 CHF | 20,000 | 10,000 | 20,000 | 5,811 | 74,010 CHF | 21,949 CHF | 99.63% | 99.63% |
07/11/2024 | 1.00% | 3.75 CHF | 3.76 CHF | 20,000 | 10,000 | 20,000 | 5,810 | 69,012 CHF | 20,497 CHF | 99.60% | 99.60% |