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 | 2.51% | 3.55 CHF | 3.64 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 73,701 CHF | 37,788 CHF | 99.38% | 99.38% |
19/11/2024 | 2.76% | 3.79 CHF | 3.89 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 72,470 CHF | 37,250 CHF | 83.38% | 83.38% |
18/11/2024 | 2.50% | 4.05 CHF | 4.15 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 81,152 CHF | 41,604 CHF | 100.00% | 100.00% |
15/11/2024 | 2.37% | 4.10 CHF | 4.20 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 83,484 CHF | 42,741 CHF | 99.99% | 99.99% |
14/11/2024 | 2.47% | 3.99 CHF | 4.09 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 77,239 CHF | 39,585 CHF | 99.52% | 99.52% |
13/11/2024 | 2.72% | 3.89 CHF | 4.00 CHF | 20,000 | 10,000 | 20,000 | 9,915 | 78,620 CHF | 40,043 CHF | 99.32% | 99.32% |
12/11/2024 | 3.00% | 4.03 CHF | 4.16 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 84,363 CHF | 43,465 CHF | 100.00% | 100.00% |
11/11/2024 | 2.42% | 5.24 CHF | 5.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 53,070 CHF | 54,370 CHF | 100.00% | 100.00% |
08/11/2024 | 2.72% | 5.02 CHF | 5.16 CHF | 10,000 | 7,500 | 10,045 | 7,500 | 52,398 CHF | 40,208 CHF | 100.00% | 100.00% |
07/11/2024 | 2.28% | 5.90 CHF | 6.04 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 60,056 CHF | 46,078 CHF | 91.77% | 91.77% |