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 | 4.10% | 0.28 CHF | 0.29 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 9,062 CHF | 9,420 CHF | 99.90% | 99.90% |
19/11/2024 | 4.60% | 0.23 CHF | 0.24 CHF | 65,000 | 65,000 | 35,864 | 35,864 | 7,950 CHF | 8,310 CHF | 98.91% | 98.91% |
18/11/2024 | 7.15% | 0.16 CHF | 0.17 CHF | 65,000 | 65,000 | 35,736 | 35,736 | 5,056 CHF | 5,415 CHF | 99.59% | 99.59% |
15/11/2024 | 8.23% | 0.11 CHF | 0.12 CHF | 65,000 | 65,000 | 35,701 | 35,701 | 4,178 CHF | 4,537 CHF | 99.89% | 99.89% |
14/11/2024 | 15.09% | 0.13 CHF | 0.14 CHF | 65,000 | 65,000 | 36,261 | 36,261 | 3,105 CHF | 3,468 CHF | 98.84% | 98.84% |
13/11/2024 | 6.54% | 0.12 CHF | 0.13 CHF | 65,000 | 65,000 | 35,805 | 35,805 | 5,258 CHF | 5,617 CHF | 100.00% | 100.00% |
12/11/2024 | 6.54% | 0.16 CHF | 0.17 CHF | 65,000 | 65,000 | 33,378 | 33,378 | 5,118 CHF | 5,454 CHF | 100.00% | 100.00% |
11/11/2024 | 3.55% | 0.21 CHF | 0.22 CHF | 65,000 | 65,000 | 35,513 | 35,513 | 9,893 CHF | 10,252 CHF | 99.93% | 99.93% |
08/11/2024 | 5.38% | 0.36 CHF | 0.37 CHF | 65,000 | 65,000 | 24,621 | 24,621 | 8,781 CHF | 9,051 CHF | 100.00% | 100.00% |
07/11/2024 | 2.77% | 0.39 CHF | 0.40 CHF | 60,000 | 60,000 | 28,763 | 28,763 | 10,536 CHF | 10,824 CHF | 98.68% | 98.68% |