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 | 2.23% | 0.36 CHF | 0.45 CHF | 104,000 | 102,000 | 102,000 | 102,000 | 45,212 CHF | 46,232 CHF | 20.41% | 100.00% |
19/11/2024 | 2.27% | 0.41 CHF | 0.43 CHF | 103,000 | 103,000 | 102,589 | 102,589 | 44,838 CHF | 45,864 CHF | 75.44% | 100.00% |
18/11/2024 | 2.60% | 0.44 CHF | 0.45 CHF | 102,000 | 102,000 | 103,246 | 103,246 | 39,502 CHF | 40,534 CHF | 40.49% | 100.00% |
15/11/2024 | 1.42% | 0.53 CHF | 0.70 CHF | 100,000 | 98,000 | 97,352 | 97,352 | 68,117 CHF | 69,090 CHF | 9.11% | 100.00% |
14/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 96,000 | 96,000 | 95,614 | 95,614 | 78,363 CHF | 79,320 CHF | 27.02% | 100.00% |
13/11/2024 | - | 0.41 CHF | - CHF | 103,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 0.47 CHF | - CHF | 102,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 0.46 CHF | - CHF | 102,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | 2.29% | 0.39 CHF | 0.40 CHF | 103,000 | 103,000 | 102,093 | 102,093 | 44,413 CHF | 45,434 CHF | 36.03% | 100.00% |
07/11/2024 | - | 0.41 CHF | - CHF | 102,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |