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 | 9.97% | 0.14 CHF | 0.15 CHF | 520,000 | 520,000 | 181,938 | 181,938 | 20,956 CHF | 22,777 CHF | 99.69% | 99.69% |
19/11/2024 | 10.15% | 0.09 CHF | 0.10 CHF | 510,000 | 510,000 | 179,747 | 179,747 | 16,642 CHF | 18,441 CHF | 100.00% | 100.00% |
18/11/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 174,357 | 174,357 | 19,042 CHF | 20,788 CHF | 99.88% | 99.88% |
15/11/2024 | 7.79% | 0.12 CHF | 0.13 CHF | 450,000 | 450,000 | 155,102 | 155,102 | 19,216 CHF | 20,769 CHF | 100.00% | 100.00% |
14/11/2024 | 7.58% | 0.16 CHF | 0.17 CHF | 480,000 | 480,000 | 163,098 | 163,098 | 22,837 CHF | 24,473 CHF | 99.52% | 99.52% |
13/11/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 470,000 | 470,000 | 166,272 | 166,272 | 21,730 CHF | 23,400 CHF | 99.95% | 99.95% |
12/11/2024 | 6.68% | 0.14 CHF | 0.15 CHF | 410,000 | 410,000 | 145,200 | 145,200 | 20,826 CHF | 22,285 CHF | 99.98% | 99.98% |
11/11/2024 | 6.40% | 0.18 CHF | 0.19 CHF | 430,000 | 430,000 | 149,908 | 149,908 | 25,012 CHF | 26,517 CHF | 99.72% | 99.72% |
08/11/2024 | 4.56% | 0.17 CHF | 0.18 CHF | 380,000 | 380,000 | 102,454 | 102,454 | 17,041 CHF | 18,066 CHF | 94.02% | 97.32% |
07/11/2024 | 3.48% | 0.32 CHF | 0.33 CHF | 390,000 | 390,000 | 133,799 | 133,799 | 41,066 CHF | 42,410 CHF | 99.85% | 99.85% |