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 | 5.38% | 0.21 CHF | 0.22 CHF | 240,000 | 20,000 | 279,953 | 7,475 | 50,585 CHF | 1,501 CHF | 99.63% | 99.63% |
19/11/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 300,000 | 20,000 | 318,363 | 7,476 | 51,011 CHF | 1,309 CHF | 99.65% | 99.65% |
18/11/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 420,000 | 20,000 | 424,842 | 7,515 | 50,485 CHF | 973 CHF | 98.51% | 98.51% |
15/11/2024 | 8.73% | 0.10 CHF | 0.11 CHF | 500,000 | 20,000 | 460,308 | 7,476 | 50,445 CHF | 870 CHF | 99.65% | 99.65% |
14/11/2024 | 10.46% | 0.12 CHF | 0.13 CHF | 420,000 | 20,000 | 486,065 | 7,475 | 44,487 CHF | 847 CHF | 99.65% | 99.65% |
13/11/2024 | 7.23% | 0.11 CHF | 0.12 CHF | 460,000 | 20,000 | 365,730 | 7,783 | 50,227 CHF | 1,086 CHF | 90.86% | 90.86% |
12/11/2024 | 7.33% | 0.14 CHF | 0.15 CHF | 360,000 | 20,000 | 384,508 | 7,479 | 50,552 CHF | 1,072 CHF | 99.48% | 99.48% |
11/11/2024 | 4.30% | 0.17 CHF | 0.18 CHF | 300,000 | 20,000 | 224,462 | 7,519 | 51,102 CHF | 1,640 CHF | 98.44% | 98.44% |
08/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 180,000 | 20,000 | 186,178 | 7,476 | 51,288 CHF | 2,159 CHF | 99.64% | 99.64% |
07/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180,000 | 20,000 | 180,000 | 20,000 | 50,569 CHF | 5,819 CHF | 0.09% | 0.09% |