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 | 22.90% | 0.11 CHF | 0.18 CHF | 460,000 | 25,000 | 358,532 | 25,000 | 50,634 CHF | 4,453 CHF | 14.13% | 100.00% |
19/11/2024 | 13.10% | 0.13 CHF | 0.15 CHF | 390,000 | 25,000 | 385,751 | 25,000 | 50,602 CHF | 3,761 CHF | 99.99% | 99.99% |
18/11/2024 | 11.96% | 0.19 CHF | 0.20 CHF | 270,000 | 25,000 | 297,154 | 23,897 | 50,897 CHF | 4,618 CHF | 100.00% | 100.00% |
15/11/2024 | 8.69% | 0.18 CHF | 0.19 CHF | 280,000 | 25,000 | 251,718 | 24,970 | 50,365 CHF | 5,474 CHF | 100.00% | 100.00% |
14/11/2024 | 10.27% | 0.21 CHF | 0.23 CHF | 240,000 | 25,000 | 300,400 | 25,000 | 50,702 CHF | 4,825 CHF | 94.67% | 94.67% |
13/11/2024 | 14.71% | 0.13 CHF | 0.15 CHF | 390,000 | 50,000 | 439,917 | 49,418 | 50,542 CHF | 6,596 CHF | 99.25% | 99.25% |
12/11/2024 | 13.66% | 0.10 CHF | 0.12 CHF | 500,000 | 25,000 | 406,862 | 25,000 | 50,518 CHF | 3,590 CHF | 98.32% | 98.32% |
11/11/2024 | 8.56% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 244,616 | 25,000 | 50,486 CHF | 5,645 CHF | 100.00% | 100.00% |
08/11/2024 | 9.16% | 0.19 CHF | 0.21 CHF | 270,000 | 25,000 | 174,879 | 21,786 | 38,402 CHF | 5,422 CHF | 97.48% | 97.48% |
07/11/2024 | 3.16% | 0.64 CHF | 0.66 CHF | 80,000 | 25,000 | 83,904 | 24,731 | 53,429 CHF | 16,425 CHF | 95.56% | 95.56% |