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 | 11.24% | 0.85 CHF | 0.90 CHF | 60,000 | 20,000 | 70,193 | 7,473 | 52,964 CHF | 6,484 CHF | 99.57% | 99.57% |
19/11/2024 | 11.81% | 0.76 CHF | 0.81 CHF | 70,000 | 30,000 | 74,445 | 11,209 | 53,007 CHF | 8,995 CHF | 99.59% | 99.59% |
18/11/2024 | 8.58% | 0.64 CHF | 0.67 CHF | 80,000 | 30,000 | 88,455 | 11,270 | 52,858 CHF | 7,365 CHF | 98.48% | 98.48% |
15/11/2024 | 14.85% | 0.55 CHF | 0.60 CHF | 100,000 | 30,000 | 95,620 | 11,210 | 52,859 CHF | 6,989 CHF | 99.60% | 99.60% |
14/11/2024 | 17.27% | 0.59 CHF | 0.64 CHF | 90,000 | 30,000 | 108,990 | 11,210 | 52,164 CHF | 6,733 CHF | 99.60% | 99.60% |
13/11/2024 | 13.25% | 0.57 CHF | 0.62 CHF | 90,000 | 30,000 | 83,908 | 11,438 | 51,901 CHF | 7,727 CHF | 95.43% | 95.43% |
12/11/2024 | 13.47% | 0.65 CHF | 0.70 CHF | 80,000 | 20,000 | 85,169 | 7,478 | 52,572 CHF | 5,232 CHF | 99.48% | 99.48% |
11/11/2024 | 16.24% | 0.73 CHF | 0.83 CHF | 70,000 | 10,000 | 56,542 | 3,755 | 55,048 CHF | 3,881 CHF | 98.32% | 98.32% |
08/11/2024 | 14.28% | 1.24 CHF | 1.34 CHF | 50,000 | 10,000 | 48,889 | 3,737 | 56,851 CHF | 5,009 CHF | 99.57% | 99.57% |
07/11/2024 | 12.27% | 1.33 CHF | 1.43 CHF | 40,000 | 10,000 | 42,018 | 4,317 | 54,359 CHF | 6,081 CHF | 54.41% | 54.41% |