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 | 11.76% | 0.23 CHF | 0.26 CHF | 221,486 | 25,000 | 202,337 | 25,000 | 50,591 CHF | 7,063 CHF | 60.51% | 60.51% |
22/11/2024 | 9.49% | 0.30 CHF | 0.33 CHF | 170,000 | 25,000 | 169,278 | 25,000 | 51,537 CHF | 8,380 CHF | 33.48% | 33.48% |
20/11/2024 | 15.36% | 0.20 CHF | 0.23 CHF | 253,103 | 25,000 | 257,439 | 25,000 | 46,649 CHF | 5,362 CHF | 25.61% | 25.61% |
19/11/2024 | 6.45% | 0.17 CHF | 0.18 CHF | 306,614 | 25,000 | 176,194 | 23,218 | 44,092 CHF | 6,705 CHF | 79.39% | 79.39% |
18/11/2024 | 4.62% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 122,003 | 23,895 | 51,521 CHF | 10,575 CHF | 99.79% | 99.79% |
15/11/2024 | 3.59% | 0.42 CHF | 0.44 CHF | 120,000 | 25,000 | 120,649 | 25,000 | 51,907 CHF | 11,154 CHF | 100.00% | 100.00% |
14/11/2024 | 3.17% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 110,090 | 25,000 | 52,155 CHF | 12,226 CHF | 99.44% | 99.44% |
13/11/2024 | 3.77% | 0.47 CHF | 0.49 CHF | 110,000 | 25,000 | 119,017 | 24,964 | 52,110 CHF | 11,392 CHF | 97.95% | 97.95% |
12/11/2024 | 2.86% | 0.53 CHF | 0.55 CHF | 100,000 | 25,000 | 91,530 | 25,000 | 51,600 CHF | 14,509 CHF | 100.00% | 100.00% |
11/11/2024 | 2.45% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 81,700 | 25,000 | 52,863 CHF | 16,595 CHF | 96.82% | 96.82% |