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 | 4.84% | 0.21 CHF | 0.22 CHF | 134,100 | 134,100 | 132,806 | 132,806 | 26,765 CHF | 28,093 CHF | 100.00% | 100.00% |
19/11/2024 | 5.65% | 0.19 CHF | 0.20 CHF | 176,100 | 176,100 | 181,269 | 181,269 | 31,214 CHF | 33,027 CHF | 100.00% | 100.00% |
18/11/2024 | - | 0.13 CHF | 0.14 CHF | 211,500 | 211,500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 8.24% | 0.12 CHF | 0.13 CHF | 220,100 | 220,100 | 219,307 | 219,307 | 25,544 CHF | 27,737 CHF | 100.00% | 100.00% |
14/11/2024 | 8.92% | 0.11 CHF | 0.12 CHF | 231,900 | 231,900 | 230,144 | 230,144 | 24,669 CHF | 26,971 CHF | 99.35% | 99.35% |
13/11/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 224,200 | 224,200 | 219,087 | 219,087 | 24,441 CHF | 26,632 CHF | 100.00% | 100.00% |
12/11/2024 | 8.31% | 0.11 CHF | 0.12 CHF | 219,800 | 219,800 | 212,575 | 212,575 | 24,529 CHF | 26,655 CHF | 100.00% | 100.00% |
11/11/2024 | 7.80% | 0.12 CHF | 0.13 CHF | 198,700 | 198,700 | 197,245 | 197,245 | 24,309 CHF | 26,281 CHF | 99.93% | 99.93% |
08/11/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 176,500 | 176,500 | 175,772 | 175,772 | 23,226 CHF | 24,984 CHF | 100.00% | 100.00% |
07/11/2024 | 6.54% | 0.14 CHF | 0.16 CHF | 203,900 | 203,900 | 203,519 | 203,519 | 30,118 CHF | 32,154 CHF | 100.00% | 100.00% |