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 | 5.52% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 87,632 | 87,632 | 15,802 CHF | 16,682 CHF | 99.42% | 99.42% |
19/11/2024 | 5.15% | 0.16 CHF | 0.17 CHF | 180,000 | 180,000 | 83,259 | 83,259 | 15,538 CHF | 16,374 CHF | 99.35% | 99.35% |
18/11/2024 | 3.82% | 0.23 CHF | 0.24 CHF | 170,000 | 170,000 | 76,740 | 76,740 | 20,196 CHF | 20,966 CHF | 97.95% | 97.95% |
15/11/2024 | 7.90% | 0.23 CHF | 0.24 CHF | 260,000 | 260,000 | 86,797 | 86,797 | 15,381 CHF | 16,254 CHF | 97.59% | 97.59% |
14/11/2024 | 15.00% | 0.17 CHF | 0.18 CHF | 270,000 | 270,000 | 107,326 | 107,326 | 17,428 CHF | 18,764 CHF | 59.02% | 88.38% |
13/11/2024 | 12.59% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 134,857 | 134,857 | 10,154 CHF | 11,508 CHF | 99.78% | 99.78% |
12/11/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 134,203 | 134,203 | 9,069 CHF | 10,417 CHF | 100.00% | 100.00% |
11/11/2024 | 17.39% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 134,908 | 134,908 | 7,668 CHF | 9,023 CHF | 99.90% | 99.90% |
08/11/2024 | 18.69% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 135,894 | 135,894 | 6,609 CHF | 7,973 CHF | 100.00% | 100.00% |
07/11/2024 | 16.68% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 135,036 | 135,036 | 7,639 CHF | 8,995 CHF | 99.85% | 99.85% |