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 | 9.11% | 0.34 CHF | 0.37 CHF | 160,000 | 75,000 | 160,168 | 75,000 | 52,145 CHF | 26,749 CHF | 27.49% | 27.49% |
19/11/2024 | 4.05% | 0.27 CHF | 0.28 CHF | 178,678 | 50,000 | 182,767 | 50,000 | 47,396 CHF | 13,511 CHF | 81.75% | 81.75% |
18/11/2024 | 6.45% | 0.28 CHF | 0.30 CHF | 172,696 | 75,000 | 177,658 | 63,678 | 48,398 CHF | 18,320 CHF | 44.94% | 44.94% |
15/11/2024 | 5.09% | 0.25 CHF | 0.26 CHF | 185,983 | 50,000 | 204,367 | 50,000 | 43,863 CHF | 11,349 CHF | 99.90% | 99.90% |
14/11/2024 | - | 0.27 CHF | 0.29 CHF | 25,000 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 3.82% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 168,434 | 74,123 | 51,757 CHF | 23,681 CHF | 98.65% | 98.65% |
12/11/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 198,724 | 50,000 | 187,453 | 50,000 | 50,198 CHF | 13,991 CHF | 26.98% | 26.98% |
11/11/2024 | 5.69% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 145,697 | 50,000 | 51,760 CHF | 18,850 CHF | 99.56% | 99.56% |
08/11/2024 | 5.75% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 150,733 | 50,000 | 51,570 CHF | 18,138 CHF | 99.41% | 99.41% |
07/11/2024 | 5.41% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 125,169 | 47,981 | 49,443 CHF | 20,034 CHF | 97.83% | 97.83% |