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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 98,000 | 98,000 | 97,218 | 97,218 | 44,785 CHF | 45,758 CHF | 100.00% | 100.00% |
22/11/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 96,000 | 96,000 | 96,766 | 96,766 | 42,795 CHF | 43,763 CHF | 100.00% | 100.00% |
20/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 99,000 | 99,000 | 98,957 | 98,957 | 50,692 CHF | 51,682 CHF | 100.00% | 100.00% |
19/11/2024 | 2.07% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 98,029 | 98,029 | 47,545 CHF | 48,525 CHF | 92.70% | 97.63% |
18/11/2024 | - | 0.39 CHF | - CHF | 95,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 0.40 CHF | - CHF | 95,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 0.36 CHF | - CHF | 94,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | 2.36% | 0.38 CHF | 0.41 CHF | 95,000 | 95,000 | 95,915 | 95,915 | 40,140 CHF | 41,099 CHF | 38.07% | 100.00% |
12/11/2024 | - | 0.34 CHF | - CHF | 93,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 92,000 | 92,000 | 92,000 | 92,000 | 26,475 CHF | 27,395 CHF | 17.98% | 100.00% |