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 | 8.16% | 0.28 CHF | 0.29 CHF | 195,000 | 195,000 | 86,993 | 86,993 | 24,192 CHF | 25,767 CHF | 99.89% | 99.89% |
19/11/2024 | 10.65% | 0.26 CHF | 0.27 CHF | 195,000 | 195,000 | 80,354 | 80,354 | 18,888 CHF | 20,332 CHF | 100.00% | 100.00% |
18/11/2024 | 11.12% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 89,570 | 89,570 | 15,883 CHF | 17,392 CHF | 99.89% | 99.89% |
15/11/2024 | 12.87% | 0.16 CHF | 0.17 CHF | 205,000 | 205,000 | 91,450 | 91,450 | 14,107 CHF | 15,631 CHF | 99.89% | 99.89% |
14/11/2024 | 11.43% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 12,925 CHF | 13,984 CHF | 100.00% | 100.00% |
13/11/2024 | 8.42% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 87,919 | 87,919 | 22,149 CHF | 23,733 CHF | 99.76% | 99.76% |
12/11/2024 | 6.98% | 0.26 CHF | 0.27 CHF | 195,000 | 195,000 | 86,076 | 86,076 | 26,571 CHF | 28,122 CHF | 99.87% | 99.87% |
11/11/2024 | 5.83% | 0.35 CHF | 0.36 CHF | 190,000 | 190,000 | 83,941 | 83,941 | 31,558 CHF | 33,071 CHF | 99.59% | 99.59% |
08/11/2024 | 6.09% | 0.37 CHF | 0.38 CHF | 190,000 | 190,000 | 85,311 | 85,311 | 31,276 CHF | 32,817 CHF | 99.23% | 99.23% |
07/11/2024 | 6.90% | 0.36 CHF | 0.37 CHF | 190,000 | 190,000 | 85,393 | 85,393 | 29,126 CHF | 30,674 CHF | 100.00% | 100.00% |