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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 143,056 | 60,987 | 51,328 CHF | 22,617 CHF | 98.53% | 98.53% |
20/11/2024 | 14.47% | 0.30 CHF | 0.35 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 1,946 CHF | 2,250 CHF | 99.62% | 99.62% |
19/11/2024 | 14.54% | 0.35 CHF | 0.40 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 1,957 CHF | 2,261 CHF | 99.63% | 99.63% |
18/11/2024 | 15.79% | 0.33 CHF | 0.38 CHF | 10,000 | 10,000 | 6,086 | 6,086 | 1,811 CHF | 2,115 CHF | 99.63% | 99.63% |
15/11/2024 | 3.12% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 163,489 | 60,505 | 51,606 CHF | 19,564 CHF | 98.72% | 98.72% |
14/11/2024 | 3.29% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 173,070 | 60,866 | 51,753 CHF | 19,031 CHF | 99.63% | 99.63% |
13/11/2024 | 3.62% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 180,025 | 60,827 | 50,349 CHF | 17,629 CHF | 97.01% | 97.01% |
12/11/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 178,860 | 66,693 | 51,579 CHF | 19,931 CHF | 64.84% | 64.84% |
11/11/2024 | 3.13% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 164,414 | 60,458 | 51,714 CHF | 19,298 CHF | 97.26% | 97.26% |
08/11/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 150,998 | 60,865 | 51,623 CHF | 21,414 CHF | 99.63% | 99.63% |