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 | 6.13% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 321,804 | 60,848 | 50,840 CHF | 10,026 CHF | 99.52% | 99.52% |
19/11/2024 | 7.25% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 380,124 | 62,482 | 50,505 CHF | 8,825 CHF | 86.38% | 86.38% |
18/11/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 316,887 | 60,851 | 51,114 CHF | 10,397 CHF | 99.52% | 99.52% |
15/11/2024 | 4.53% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 234,848 | 60,505 | 50,607 CHF | 13,384 CHF | 98.28% | 98.28% |
14/11/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 203,545 | 60,742 | 50,355 CHF | 15,726 CHF | 99.24% | 99.24% |
13/11/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 240,734 | 60,990 | 50,185 CHF | 13,171 CHF | 95.24% | 95.24% |
12/11/2024 | 5.42% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 282,384 | 61,135 | 50,680 CHF | 11,718 CHF | 96.93% | 96.93% |
11/11/2024 | 22.20% | 0.16 CHF | 0.21 CHF | 10,000 | 10,000 | 6,090 | 6,090 | 1,209 CHF | 1,513 CHF | 99.09% | 99.09% |
08/11/2024 | 3.94% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 204,101 | 60,847 | 50,740 CHF | 15,711 CHF | 99.56% | 99.56% |
07/11/2024 | 4.39% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 226,981 | 60,895 | 50,571 CHF | 14,290 CHF | 99.04% | 99.04% |