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 | 4.81% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 246,982 | 60,987 | 50,132 CHF | 13,087 CHF | 98.55% | 98.55% |
20/11/2024 | 25.65% | 0.15 CHF | 0.20 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 1,031 CHF | 1,335 CHF | 99.64% | 99.64% |
19/11/2024 | 25.74% | 0.19 CHF | 0.24 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 1,046 CHF | 1,351 CHF | 99.64% | 99.64% |
18/11/2024 | 29.22% | 0.18 CHF | 0.23 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 922 CHF | 1,227 CHF | 99.64% | 99.64% |
15/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 298,209 | 60,507 | 50,848 CHF | 10,832 CHF | 98.73% | 98.73% |
14/11/2024 | 6.16% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 324,303 | 60,867 | 51,013 CHF | 10,376 CHF | 99.64% | 99.64% |
13/11/2024 | 6.90% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 348,229 | 61,565 | 50,278 CHF | 9,534 CHF | 90.84% | 90.84% |
12/11/2024 | 6.33% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 333,683 | 66,696 | 51,062 CHF | 10,900 CHF | 64.85% | 64.85% |
11/11/2024 | 5.62% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 292,780 | 60,459 | 50,612 CHF | 10,846 CHF | 97.27% | 97.27% |
08/11/2024 | 4.92% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 252,926 | 60,867 | 50,173 CHF | 12,661 CHF | 99.64% | 99.64% |