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 | 9.76% | 0.11 CHF | 0.12 CHF | 460,000 | 50,000 | 490,815 | 30,094 | 48,009 CHF | 3,325 CHF | 93.90% | 93.90% |
19/11/2024 | 11.23% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 29,801 | 42,178 CHF | 2,805 CHF | 99.64% | 99.64% |
18/11/2024 | 9.85% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 484,225 | 32,126 | 47,317 CHF | 3,334 CHF | 67.11% | 67.11% |
15/11/2024 | 7.17% | 0.12 CHF | 0.13 CHF | 420,000 | 50,000 | 375,303 | 29,798 | 50,477 CHF | 4,232 CHF | 99.65% | 99.65% |
14/11/2024 | 4.90% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 253,257 | 27,880 | 50,399 CHF | 5,720 CHF | 91.51% | 91.51% |
13/11/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 224,195 | 30,382 | 50,224 CHF | 7,158 CHF | 91.61% | 91.61% |
12/11/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 224,659 | 29,258 | 50,475 CHF | 6,818 CHF | 87.53% | 87.53% |
11/11/2024 | 3.99% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 205,669 | 28,858 | 50,472 CHF | 7,476 CHF | 97.28% | 97.28% |
08/11/2024 | 5.54% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 290,082 | 29,888 | 50,893 CHF | 5,710 CHF | 98.61% | 98.61% |
07/11/2024 | 7.47% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 392,777 | 29,936 | 50,644 CHF | 4,183 CHF | 97.61% | 97.61% |