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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 7.50% | 0.24 CHF | 0.26 CHF | 210,000 | 75,000 | 193,686 | 75,000 | 51,278 CHF | 21,433 CHF | 99.90% | 99.90% |
20/11/2024 | 8.83% | 0.22 CHF | 0.24 CHF | 230,000 | 75,000 | 223,786 | 75,000 | 50,516 CHF | 18,530 CHF | 99.98% | 99.98% |
19/11/2024 | 5.33% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 271,379 | 75,000 | 50,789 CHF | 14,871 CHF | 97.59% | 97.59% |
18/11/2024 | 6.11% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 266,068 | 63,983 | 50,756 CHF | 12,721 CHF | 99.20% | 99.20% |
15/11/2024 | 3.15% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 146,634 | 50,000 | 51,883 CHF | 18,839 CHF | 78.43% | 78.43% |
14/11/2024 | 1.88% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 89,482 | 50,000 | 52,730 CHF | 30,038 CHF | 99.44% | 99.44% |
13/11/2024 | 2.03% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 95,358 | 49,818 | 52,525 CHF | 28,058 CHF | 98.88% | 98.88% |
12/11/2024 | 1.81% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 86,698 | 50,000 | 52,482 CHF | 30,932 CHF | 87.66% | 87.66% |
11/11/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 91,076 | 50,000 | 52,988 CHF | 29,645 CHF | 98.45% | 98.45% |
08/11/2024 | 2.16% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 104,362 | 50,000 | 52,336 CHF | 25,675 CHF | 100.00% | 100.00% |