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 | 17.60% | 0.12 CHF | 0.14 CHF | 420,000 | 50,000 | 355,689 | 30,432 | 50,817 CHF | 5,094 CHF | 99.67% | 99.67% |
19/11/2024 | 18.54% | 0.13 CHF | 0.15 CHF | 390,000 | 50,000 | 372,591 | 30,432 | 50,567 CHF | 4,937 CHF | 99.68% | 99.68% |
18/11/2024 | 21.41% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 430,497 | 30,443 | 50,525 CHF | 4,637 CHF | 99.48% | 99.48% |
15/11/2024 | 19.84% | 0.11 CHF | 0.13 CHF | 460,000 | 50,000 | 403,673 | 30,432 | 50,617 CHF | 4,581 CHF | 99.67% | 99.67% |
14/11/2024 | 14.43% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 285,062 | 30,426 | 50,738 CHF | 6,186 CHF | 99.64% | 99.64% |
13/11/2024 | 11.90% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 226,644 | 30,383 | 50,167 CHF | 7,519 CHF | 97.61% | 97.61% |
12/11/2024 | 9.49% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 184,034 | 30,453 | 51,267 CHF | 9,272 CHF | 99.29% | 99.29% |
11/11/2024 | 8.65% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 168,733 | 30,432 | 51,729 CHF | 10,110 CHF | 99.67% | 99.67% |
08/11/2024 | 7.42% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 142,992 | 30,427 | 51,590 CHF | 11,799 CHF | 99.65% | 99.65% |
07/11/2024 | 8.66% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 166,883 | 30,432 | 51,596 CHF | 10,423 CHF | 99.67% | 99.67% |