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 | 6.32% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 332,445 | 30,094 | 50,910 CHF | 5,037 CHF | 93.90% | 93.90% |
19/11/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 390,000 | 50,000 | 376,535 | 29,800 | 50,536 CHF | 4,296 CHF | 99.64% | 99.64% |
18/11/2024 | 6.35% | 0.13 CHF | 0.14 CHF | 390,000 | 50,000 | 333,511 | 32,123 | 50,844 CHF | 5,086 CHF | 67.14% | 67.14% |
15/11/2024 | 4.57% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 236,640 | 29,798 | 50,636 CHF | 6,556 CHF | 99.65% | 99.65% |
14/11/2024 | 3.23% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 170,243 | 27,880 | 51,873 CHF | 8,625 CHF | 91.51% | 91.51% |
13/11/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 151,893 | 29,232 | 51,369 CHF | 10,232 CHF | 97.09% | 97.09% |
12/11/2024 | 2.90% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 151,901 | 29,258 | 51,657 CHF | 10,158 CHF | 87.54% | 87.54% |
11/11/2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 141,694 | 28,855 | 52,052 CHF | 11,022 CHF | 97.32% | 97.32% |
08/11/2024 | 3.64% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 191,907 | 29,887 | 51,786 CHF | 8,612 CHF | 98.62% | 98.62% |
07/11/2024 | 4.85% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 249,604 | 29,935 | 50,207 CHF | 6,381 CHF | 97.62% | 97.62% |