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 | 3.02% | 0.36 CHF | 0.37 CHF | 305,000 | 305,000 | 299,940 | 299,940 | 97,980 CHF | 100,980 CHF | 99.88% | 99.88% |
19/11/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 100,488 CHF | 103,489 CHF | 98.74% | 98.74% |
18/11/2024 | 4.88% | 0.23 CHF | 0.24 CHF | 290,000 | 290,000 | 288,155 | 288,155 | 57,912 CHF | 60,794 CHF | 100.00% | 100.00% |
15/11/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 285,000 | 285,000 | 283,482 | 283,482 | 46,028 CHF | 48,863 CHF | 100.00% | 100.00% |
14/11/2024 | 9.79% | 0.16 CHF | 0.17 CHF | 285,000 | 285,000 | 278,061 | 278,061 | 31,032 CHF | 33,812 CHF | 99.39% | 99.39% |
13/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 297,574 | 297,574 | 94,798 CHF | 97,774 CHF | 99.61% | 99.61% |
12/11/2024 | 3.55% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 296,163 | 296,163 | 82,541 CHF | 85,502 CHF | 30.14% | 99.24% |
11/11/2024 | - | 0.19 CHF | 0.24 CHF | 285,000 | 58,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | 4.57% | 0.24 CHF | 0.25 CHF | 290,000 | 290,000 | 287,719 | 287,719 | 62,118 CHF | 64,995 CHF | 98.00% | 98.97% |
07/11/2024 | 5.17% | 0.16 CHF | 0.17 CHF | 280,000 | 280,000 | 283,393 | 283,393 | 54,056 CHF | 56,890 CHF | 99.95% | 99.99% |