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 | 14.02% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 764,998 | 393,635 | 50,739 CHF | 30,054 CHF | 99.17% | 99.17% |
19/11/2024 | 17.07% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 937,914 | 476,969 | 50,299 CHF | 30,358 CHF | 98.76% | 98.76% |
18/11/2024 | 14.96% | 0.05 CHF | 0.06 CHF | 850,000 | 425,000 | 803,403 | 412,226 | 49,781 CHF | 29,674 CHF | 97.83% | 97.83% |
15/11/2024 | 11.31% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 609,134 | 316,664 | 50,874 CHF | 29,637 CHF | 99.31% | 99.31% |
14/11/2024 | 7.83% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 419,745 | 419,717 | 51,573 CHF | 55,767 CHF | 98.42% | 98.42% |
13/11/2024 | 6.91% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 334,013 | 334,004 | 46,730 CHF | 50,069 CHF | 97.91% | 97.91% |
12/11/2024 | 6.65% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 180,050 | 180,043 | 26,193 CHF | 27,992 CHF | 99.03% | 99.03% |
11/11/2024 | 6.37% | 0.17 CHF | 0.18 CHF | 163,000 | 163,000 | 173,269 | 173,272 | 26,352 CHF | 28,085 CHF | 99.26% | 99.26% |
08/11/2024 | 9.11% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 241,958 | 239,658 | 25,401 CHF | 27,568 CHF | 99.33% | 99.33% |
07/11/2024 | 11.89% | 0.09 CHF | 0.10 CHF | 313,000 | 163,000 | 316,373 | 164,966 | 25,006 CHF | 14,695 CHF | 98.81% | 98.81% |