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 | 7.32% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 100,601 | 12,933 | 51,086 CHF | 6,982 CHF | 99.66% | 99.66% |
19/11/2024 | 7.76% | 0.47 CHF | 0.49 CHF | 110,000 | 25,000 | 110,648 | 12,933 | 52,515 CHF | 6,529 CHF | 99.65% | 99.65% |
18/11/2024 | 7.60% | 0.51 CHF | 0.53 CHF | 100,000 | 25,000 | 108,164 | 12,931 | 52,185 CHF | 6,648 CHF | 99.68% | 99.68% |
15/11/2024 | 7.23% | 0.50 CHF | 0.52 CHF | 100,000 | 20,000 | 101,102 | 11,867 | 51,842 CHF | 6,485 CHF | 99.61% | 99.61% |
14/11/2024 | 4.63% | 0.71 CHF | 0.72 CHF | 80,000 | 20,000 | 70,072 | 11,865 | 54,818 CHF | 9,592 CHF | 99.67% | 99.67% |
13/11/2024 | 5.10% | 0.89 CHF | 0.91 CHF | 60,000 | 20,000 | 68,274 | 11,960 | 51,789 CHF | 9,748 CHF | 97.55% | 97.55% |
12/11/2024 | 4.60% | 0.71 CHF | 0.72 CHF | 80,000 | 20,000 | 70,184 | 11,865 | 56,336 CHF | 9,846 CHF | 99.69% | 99.69% |
11/11/2024 | 4.24% | 0.81 CHF | 0.83 CHF | 70,000 | 20,000 | 60,605 | 11,882 | 53,784 CHF | 10,885 CHF | 98.78% | 98.78% |
08/11/2024 | 6.79% | 0.80 CHF | 0.81 CHF | 70,000 | 20,000 | 89,468 | 11,881 | 52,908 CHF | 7,820 CHF | 99.68% | 99.68% |
07/11/2024 | 5.50% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 82,074 | 11,881 | 54,819 CHF | 8,207 CHF | 99.66% | 99.66% |