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 | 9.05% | 0.12 CHF | 0.13 CHF | 420,000 | 50,000 | 470,390 | 30,097 | 49,722 CHF | 3,640 CHF | 93.86% | 93.86% |
19/11/2024 | 11.26% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 29,803 | 42,134 CHF | 2,799 CHF | 99.61% | 99.61% |
18/11/2024 | 8.48% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 424,790 | 32,132 | 48,571 CHF | 3,844 CHF | 67.07% | 67.07% |
15/11/2024 | 4.49% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 232,128 | 29,800 | 50,533 CHF | 6,640 CHF | 99.62% | 99.62% |
14/11/2024 | 2.74% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 144,949 | 27,881 | 52,089 CHF | 10,086 CHF | 91.44% | 91.44% |
13/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 124,586 | 30,329 | 51,927 CHF | 13,036 CHF | 91.84% | 91.84% |
12/11/2024 | 2.26% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 118,657 | 29,262 | 51,799 CHF | 12,892 CHF | 87.51% | 87.51% |
11/11/2024 | 2.06% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 108,076 | 28,861 | 52,005 CHF | 14,411 CHF | 97.24% | 97.24% |
08/11/2024 | 3.00% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 158,557 | 29,892 | 51,995 CHF | 10,585 CHF | 98.55% | 98.55% |
07/11/2024 | 4.42% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 228,556 | 29,936 | 50,513 CHF | 7,030 CHF | 97.61% | 97.61% |