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 | 6.43% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 82,728 | 82,728 | 13,162 CHF | 13,993 CHF | 99.90% | 99.90% |
19/11/2024 | 6.92% | 0.15 CHF | 0.16 CHF | 160,000 | 160,000 | 90,237 | 90,237 | 13,175 CHF | 14,082 CHF | 98.91% | 98.91% |
18/11/2024 | 8.90% | 0.12 CHF | 0.13 CHF | 190,000 | 190,000 | 106,500 | 106,500 | 11,968 CHF | 13,039 CHF | 99.59% | 99.59% |
15/11/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 180,000 | 180,000 | 101,876 | 101,876 | 10,553 CHF | 11,578 CHF | 99.89% | 99.89% |
14/11/2024 | 10.93% | 0.11 CHF | 0.12 CHF | 190,000 | 190,000 | 103,634 | 103,634 | 9,770 CHF | 10,811 CHF | 98.84% | 98.84% |
13/11/2024 | 8.10% | 0.11 CHF | 0.12 CHF | 180,000 | 180,000 | 96,776 | 96,776 | 11,574 CHF | 12,545 CHF | 100.00% | 100.00% |
12/11/2024 | 10.96% | 0.12 CHF | 0.13 CHF | 160,000 | 160,000 | 83,781 | 83,781 | 10,119 CHF | 11,174 CHF | 100.00% | 100.00% |
11/11/2024 | 5.65% | 0.14 CHF | 0.15 CHF | 140,000 | 140,000 | 77,597 | 77,597 | 13,674 CHF | 14,460 CHF | 99.93% | 99.93% |
08/11/2024 | 8.86% | 0.21 CHF | 0.22 CHF | 140,000 | 140,000 | 52,666 | 52,666 | 11,096 CHF | 11,679 CHF | 99.86% | 99.86% |
07/11/2024 | 4.81% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 66,731 | 66,731 | 14,506 CHF | 15,197 CHF | 98.22% | 98.22% |