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 | 7.44% | 0.14 CHF | 0.14 CHF | 86,000 | 86,000 | 563,497 | 563,497 | 72,855 CHF | 78,490 CHF | 98.90% | 98.90% |
19/11/2024 | 9.50% | 0.12 CHF | 0.13 CHF | 103,300 | 103,300 | 688,393 | 688,393 | 69,043 CHF | 75,927 CHF | 98.73% | 98.73% |
18/11/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 101,900 | 101,900 | 649,844 | 649,844 | 64,910 CHF | 71,409 CHF | 98.94% | 98.94% |
15/11/2024 | 7.63% | 0.12 CHF | 0.13 CHF | 60,300 | 60,300 | 383,296 | 383,296 | 49,833 CHF | 53,676 CHF | 98.94% | 98.94% |
14/11/2024 | 5.13% | 0.19 CHF | 0.21 CHF | 54,600 | 54,600 | 354,062 | 354,062 | 68,384 CHF | 71,933 CHF | 98.85% | 98.85% |
13/11/2024 | 5.35% | 0.21 CHF | 0.22 CHF | 58,100 | 58,100 | 377,027 | 377,027 | 69,464 CHF | 73,243 CHF | 98.87% | 98.87% |
12/11/2024 | 5.25% | 0.18 CHF | 0.20 CHF | 44,500 | 44,500 | 288,876 | 288,876 | 54,477 CHF | 57,372 CHF | 98.75% | 98.75% |
11/11/2024 | 4.30% | 0.25 CHF | 0.26 CHF | 54,700 | 54,700 | 354,723 | 354,723 | 81,729 CHF | 85,284 CHF | 98.90% | 98.90% |
08/11/2024 | 5.28% | 0.20 CHF | 0.21 CHF | 63,900 | 63,900 | 418,821 | 418,821 | 78,498 CHF | 82,696 CHF | 97.79% | 97.79% |
07/11/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 52,900 | 52,900 | 341,879 | 341,879 | 59,970 CHF | 63,397 CHF | 98.90% | 98.90% |