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 | 1.14% | 4.41 CHF | 4.43 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 85,035 CHF | 12,902 CHF | 99.65% | 99.65% |
19/11/2024 | 1.15% | 4.10 CHF | 4.12 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 82,294 CHF | 12,410 CHF | 99.65% | 99.65% |
18/11/2024 | 1.04% | 4.35 CHF | 4.38 CHF | 20,000 | 5,000 | 20,000 | 2,984 | 90,733 CHF | 13,629 CHF | 98.84% | 98.84% |
15/11/2024 | 1.11% | 4.43 CHF | 4.46 CHF | 20,000 | 5,000 | 20,000 | 3,015 | 84,238 CHF | 12,917 CHF | 96.20% | 96.20% |
14/11/2024 | 1.12% | 4.06 CHF | 4.09 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 83,724 CHF | 12,512 CHF | 99.65% | 99.65% |
13/11/2024 | 1.23% | 4.30 CHF | 4.33 CHF | 20,000 | 5,000 | 20,000 | 3,003 | 78,246 CHF | 12,030 CHF | 97.32% | 97.32% |
12/11/2024 | 1.25% | 4.08 CHF | 4.10 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 78,815 CHF | 11,879 CHF | 99.58% | 99.58% |
11/11/2024 | 1.51% | 3.72 CHF | 3.75 CHF | 20,000 | 5,000 | 20,000 | 2,874 | 68,296 CHF | 10,110 CHF | 99.65% | 99.65% |
08/11/2024 | 1.82% | 2.99 CHF | 3.01 CHF | 20,000 | 5,000 | 20,000 | 2,880 | 56,574 CHF | 8,386 CHF | 99.38% | 99.38% |
07/11/2024 | 1.40% | 3.05 CHF | 3.08 CHF | 20,000 | 5,000 | 20,000 | 2,979 | 68,763 CHF | 10,202 CHF | 99.07% | 99.07% |