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 | 11.78% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 254,960 | 25,333 | 51,061 CHF | 5,561 CHF | 99.68% | 99.68% |
19/11/2024 | 13.39% | 0.20 CHF | 0.21 CHF | 260,000 | 50,000 | 287,229 | 25,335 | 50,802 CHF | 5,079 CHF | 99.65% | 99.65% |
18/11/2024 | 13.05% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 278,350 | 25,333 | 50,817 CHF | 5,268 CHF | 99.66% | 99.66% |
15/11/2024 | 8.47% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 218,376 | 29,341 | 51,162 CHF | 6,995 CHF | 56.34% | 56.34% |
14/11/2024 | 7.01% | 0.34 CHF | 0.35 CHF | 150,000 | 25,000 | 149,767 | 20,005 | 52,033 CHF | 7,433 CHF | 99.66% | 99.66% |
13/11/2024 | 7.88% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 169,492 | 25,788 | 51,746 CHF | 8,435 CHF | 96.79% | 96.79% |
12/11/2024 | 7.95% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 168,457 | 25,331 | 51,670 CHF | 8,378 CHF | 99.68% | 99.68% |
11/11/2024 | 6.98% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 149,899 | 20,290 | 52,071 CHF | 7,540 CHF | 96.92% | 96.92% |
08/11/2024 | 6.43% | 0.36 CHF | 0.37 CHF | 140,000 | 25,000 | 138,876 | 20,025 | 52,740 CHF | 8,082 CHF | 99.65% | 99.65% |
07/11/2024 | 6.30% | 0.40 CHF | 0.41 CHF | 130,000 | 25,000 | 130,612 | 20,021 | 50,828 CHF | 8,288 CHF | 99.68% | 99.68% |