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 | 7.08% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 54,042 | 54,042 | 12,783 CHF | 13,533 CHF | 99.90% | 99.90% |
19/11/2024 | 6.97% | 0.26 CHF | 0.27 CHF | 110,000 | 110,000 | 52,591 | 52,591 | 12,281 CHF | 13,040 CHF | 99.54% | 99.54% |
18/11/2024 | 6.49% | 0.28 CHF | 0.28 CHF | 110,000 | 110,000 | 51,785 | 51,785 | 13,184 CHF | 13,921 CHF | 99.90% | 99.90% |
15/11/2024 | 5.34% | 0.35 CHF | 0.36 CHF | 80,000 | 80,000 | 36,071 | 36,071 | 14,740 CHF | 15,424 CHF | 99.38% | 99.38% |
14/11/2024 | 5.55% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 34,673 | 34,673 | 17,823 CHF | 18,632 CHF | 99.73% | 99.73% |
13/11/2024 | 4.68% | 0.57 CHF | 0.58 CHF | 70,000 | 70,000 | 32,648 | 32,648 | 20,522 CHF | 21,310 CHF | 99.98% | 99.98% |
12/11/2024 | 3.38% | 0.83 CHF | 0.84 CHF | 70,000 | 70,000 | 32,721 | 32,721 | 28,800 CHF | 29,589 CHF | 99.53% | 99.53% |
11/11/2024 | 3.64% | 1.00 CHF | 1.01 CHF | 70,000 | 70,000 | 32,643 | 32,643 | 29,506 CHF | 30,294 CHF | 100.00% | 100.00% |
08/11/2024 | 3.39% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 32,734 | 32,734 | 28,669 CHF | 29,459 CHF | 98.13% | 98.13% |
07/11/2024 | 9.01% | 0.85 CHF | 0.86 CHF | 80,000 | 80,000 | 65,800 | 65,800 | 42,204 CHF | 45,370 CHF | 89.53% | 89.53% |