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 | 18.33% | 1.05 CHF | 1.15 CHF | 50,000 | 20,000 | 60,437 | 7,473 | 53,812 CHF | 8,254 CHF | 99.57% | 99.57% |
19/11/2024 | 9.70% | 0.93 CHF | 0.98 CHF | 60,000 | 20,000 | 61,606 | 7,472 | 54,055 CHF | 7,269 CHF | 99.58% | 99.58% |
18/11/2024 | 12.26% | 0.75 CHF | 0.80 CHF | 70,000 | 20,000 | 77,234 | 7,513 | 52,817 CHF | 5,832 CHF | 98.47% | 98.47% |
15/11/2024 | 12.77% | 0.63 CHF | 0.68 CHF | 80,000 | 20,000 | 80,532 | 7,473 | 52,348 CHF | 5,348 CHF | 99.59% | 99.59% |
14/11/2024 | 15.48% | 0.69 CHF | 0.74 CHF | 80,000 | 20,000 | 97,648 | 7,473 | 52,951 CHF | 5,105 CHF | 99.59% | 99.59% |
13/11/2024 | 11.07% | 0.66 CHF | 0.71 CHF | 80,000 | 20,000 | 71,753 | 7,568 | 53,735 CHF | 6,022 CHF | 96.94% | 96.94% |
12/11/2024 | 22.45% | 0.76 CHF | 0.86 CHF | 70,000 | 20,000 | 75,487 | 7,478 | 53,206 CHF | 6,505 CHF | 99.47% | 99.47% |
11/11/2024 | 16.91% | 0.92 CHF | 1.07 CHF | 60,000 | 10,000 | 40,772 | 3,758 | 56,083 CHF | 5,430 CHF | 98.38% | 98.38% |
08/11/2024 | 18.79% | 1.87 CHF | 2.07 CHF | 30,000 | 5,000 | 33,384 | 1,869 | 57,373 CHF | 3,888 CHF | 99.56% | 99.56% |
07/11/2024 | 15.20% | 2.06 CHF | 2.26 CHF | 30,000 | 5,000 | 30,245 | 2,258 | 61,077 CHF | 5,014 CHF | 50.09% | 50.09% |