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 | 3.01% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 147,085 CHF | 50,528 CHF | 3.96% | 99.38% |
19/11/2024 | 2.99% | 0.34 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 148,151 CHF | 50,884 CHF | 14.83% | 96.66% |
18/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,500 CHF | 57,000 CHF | 0.34% | 97.66% |
15/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,500 CHF | 57,000 CHF | 0.05% | 96.50% |
14/11/2024 | - | 0.45 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
13/11/2024 | - | 0.42 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
12/11/2024 | - | 0.46 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.26% |
11/11/2024 | - | 0.47 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
08/11/2024 | - | 0.45 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
07/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,059 CHF | 61,186 CHF | 83.89% | 98.74% |