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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 10.25% | 0.20 CHF | 0.22 CHF | 250,000 | 25,000 | 259,830 | 25,000 | 49,988 CHF | 5,332 CHF | 64.30% | 64.30% |
22/11/2024 | 10.77% | 0.18 CHF | 0.20 CHF | 280,000 | 25,000 | 281,653 | 25,000 | 50,049 CHF | 4,950 CHF | 56.65% | 56.65% |
20/11/2024 | 10.98% | 0.17 CHF | 0.19 CHF | 314,303 | 25,000 | 284,879 | 25,000 | 49,217 CHF | 4,827 CHF | 59.10% | 59.10% |
19/11/2024 | 12.63% | 0.17 CHF | 0.19 CHF | 300,000 | 25,000 | 294,301 | 25,000 | 48,848 CHF | 4,714 CHF | 76.97% | 76.97% |
18/11/2024 | 16.97% | 0.17 CHF | 0.19 CHF | 301,973 | 25,000 | 288,600 | 23,413 | 48,422 CHF | 4,644 CHF | 69.48% | 69.48% |
15/11/2024 | 10.71% | 0.20 CHF | 0.22 CHF | 250,000 | 25,000 | 266,659 | 25,000 | 50,721 CHF | 5,300 CHF | 43.19% | 43.19% |
14/11/2024 | 10.92% | 0.19 CHF | 0.21 CHF | 269,717 | 25,000 | 249,600 | 25,000 | 50,288 CHF | 5,626 CHF | 99.52% | 99.52% |
13/11/2024 | 8.76% | 0.21 CHF | 0.23 CHF | 240,000 | 25,000 | 220,483 | 24,941 | 50,463 CHF | 6,246 CHF | 99.32% | 99.32% |
12/11/2024 | 9.06% | 0.23 CHF | 0.25 CHF | 220,000 | 25,000 | 196,633 | 25,000 | 51,136 CHF | 7,139 CHF | 100.00% | 100.00% |
11/11/2024 | 7.69% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 177,463 | 25,000 | 51,410 CHF | 7,826 CHF | 100.00% | 100.00% |