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 | 10.12% | 0.16 CHF | 0.17 CHF | 132,000 | 132,000 | 58,801 | 58,801 | 9,289 CHF | 10,116 CHF | 99.38% | 99.38% |
19/11/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 134,000 | 134,000 | 111,607 | 111,607 | 21,583 CHF | 22,699 CHF | 12.75% | 12.75% |
18/11/2024 | 7.15% | 0.18 CHF | 0.19 CHF | 98,000 | 98,000 | 44,087 | 44,087 | 7,741 CHF | 8,248 CHF | 99.75% | 99.75% |
15/11/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 98,000 | 98,000 | 44,050 | 44,050 | 8,710 CHF | 9,218 CHF | 99.72% | 99.72% |
14/11/2024 | 7.89% | 0.16 CHF | 0.17 CHF | 98,000 | 98,000 | 44,207 | 44,207 | 7,071 CHF | 7,581 CHF | 98.55% | 98.55% |
13/11/2024 | 7.70% | 0.14 CHF | 0.16 CHF | 98,000 | 98,000 | 44,143 | 44,143 | 6,901 CHF | 7,409 CHF | 100.00% | 100.00% |
12/11/2024 | 9.50% | 0.13 CHF | 0.14 CHF | 98,000 | 98,000 | 44,181 | 44,181 | 5,690 CHF | 6,199 CHF | 99.88% | 99.88% |
11/11/2024 | 8.97% | 0.12 CHF | 0.13 CHF | 98,000 | 98,000 | 44,109 | 44,109 | 5,737 CHF | 6,245 CHF | 99.90% | 99.90% |
08/11/2024 | 6.55% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 45,119 | 45,119 | 8,226 CHF | 8,745 CHF | 99.04% | 99.04% |
07/11/2024 | 7.87% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 44,549 | 44,549 | 7,472 CHF | 7,984 CHF | 100.00% | 100.00% |