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 | 6.14% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 89,108 | 89,108 | 14,746 CHF | 15,639 CHF | 99.42% | 99.42% |
19/11/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 190,000 | 190,000 | 86,540 | 86,540 | 12,803 CHF | 13,674 CHF | 100.00% | 100.00% |
18/11/2024 | 4.59% | 0.20 CHF | 0.21 CHF | 170,000 | 170,000 | 80,094 | 80,094 | 17,190 CHF | 17,992 CHF | 99.86% | 99.86% |
15/11/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 170,000 | 170,000 | 80,043 | 80,043 | 15,480 CHF | 16,282 CHF | 99.72% | 99.72% |
14/11/2024 | 3.94% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 67,538 | 67,538 | 16,951 CHF | 17,629 CHF | 98.52% | 98.52% |
13/11/2024 | 4.37% | 0.26 CHF | 0.27 CHF | 160,000 | 160,000 | 71,939 | 71,939 | 17,051 CHF | 17,774 CHF | 100.00% | 100.00% |
12/11/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 160,000 | 160,000 | 72,048 | 72,048 | 17,436 CHF | 18,161 CHF | 99.19% | 99.19% |
11/11/2024 | 5.99% | 0.24 CHF | 0.25 CHF | 220,000 | 220,000 | 99,525 | 99,525 | 18,847 CHF | 19,850 CHF | 99.90% | 99.90% |
08/11/2024 | 8.97% | 0.13 CHF | 0.14 CHF | 220,000 | 220,000 | 103,768 | 103,768 | 11,929 CHF | 12,972 CHF | 99.06% | 99.06% |
07/11/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 230,000 | 230,000 | 102,238 | 102,238 | 12,663 CHF | 13,690 CHF | 99.68% | 99.68% |