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 | 2.50% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 67,519 | 67,519 | 27,428 CHF | 28,105 CHF | 99.90% | 99.90% |
19/11/2024 | 2.61% | 0.43 CHF | 0.44 CHF | 152,000 | 152,000 | 67,625 | 67,625 | 27,287 CHF | 27,964 CHF | 100.00% | 100.00% |
18/11/2024 | 3.11% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 65,036 | 65,036 | 21,057 CHF | 21,709 CHF | 99.63% | 99.63% |
15/11/2024 | 1.98% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 49,862 | 49,862 | 22,269 CHF | 22,769 CHF | 98.89% | 98.89% |
14/11/2024 | 3.13% | 0.47 CHF | 0.48 CHF | 152,000 | 152,000 | 70,784 | 70,784 | 30,239 CHF | 30,958 CHF | 53.95% | 94.95% |
13/11/2024 | - | 0.88 CHF | - CHF | 168,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12/11/2024 | - | 0.94 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 170,000 | 170,000 | 52,444 | 52,444 | 50,710 CHF | 51,236 CHF | 79.64% | 99.90% |
08/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 174,000 | 174,000 | 78,029 | 78,029 | 77,165 CHF | 77,947 CHF | 100.00% | 100.00% |
07/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 174,000 | 174,000 | 77,459 | 77,459 | 75,441 CHF | 76,217 CHF | 99.85% | 99.85% |