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 | 6.09% | 0.25 CHF | 0.26 CHF | 407,000 | 407,000 | 159,147 | 159,147 | 37,342 CHF | 39,288 CHF | 99.82% | 99.82% |
19/11/2024 | 11.12% | 0.20 CHF | 0.21 CHF | 503,500 | 503,500 | 138,503 | 138,503 | 25,970 CHF | 27,499 CHF | 99.92% | 99.92% |
18/11/2024 | 4.44% | 0.19 CHF | 0.20 CHF | 372,400 | 372,400 | 137,154 | 137,154 | 29,729 CHF | 31,103 CHF | 99.90% | 99.90% |
15/11/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 454,100 | 454,100 | 170,820 | 170,820 | 36,057 CHF | 37,768 CHF | 99.53% | 99.53% |
14/11/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 449,000 | 449,000 | 177,374 | 177,374 | 34,384 CHF | 36,161 CHF | 100.00% | 100.00% |
13/11/2024 | 5.99% | 0.19 CHF | 0.20 CHF | 588,200 | 588,200 | 219,039 | 219,039 | 37,442 CHF | 39,636 CHF | 100.00% | 100.00% |
12/11/2024 | 11.93% | 0.16 CHF | 0.17 CHF | 645,500 | 645,500 | 156,563 | 156,563 | 23,069 CHF | 24,848 CHF | 99.95% | 99.95% |
11/11/2024 | 16.23% | 0.13 CHF | 0.14 CHF | 742,600 | 742,600 | 204,456 | 204,456 | 25,179 CHF | 27,429 CHF | 99.88% | 99.88% |
08/11/2024 | 7.47% | 0.12 CHF | 0.13 CHF | 660,000 | 660,000 | 265,094 | 265,094 | 33,912 CHF | 36,567 CHF | 100.00% | 100.00% |
07/11/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 609,500 | 609,500 | 236,982 | 236,982 | 31,864 CHF | 34,248 CHF | 99.87% | 99.87% |