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 | 4.33% | 0.21 CHF | 0.22 CHF | 135,558 | 75,000 | 135,000 | 75,000 | 30,696 CHF | 17,811 CHF | 100.00% | 100.00% |
19/11/2024 | 7.24% | 0.14 CHF | 0.15 CHF | 138,445 | 75,000 | 134,183 | 73,427 | 18,466 CHF | 10,896 CHF | 98.34% | 100.00% |
18/11/2024 | 5.45% | 0.15 CHF | 0.16 CHF | 138,451 | 75,000 | 137,080 | 75,000 | 25,332 CHF | 14,638 CHF | 100.00% | 100.00% |
15/11/2024 | 5.15% | 0.22 CHF | 0.23 CHF | 135,905 | 75,000 | 137,038 | 75,000 | 26,579 CHF | 15,317 CHF | 100.00% | 100.00% |
14/11/2024 | 6.19% | 0.17 CHF | 0.18 CHF | 138,041 | 75,000 | 138,651 | 75,000 | 21,936 CHF | 12,621 CHF | 94.35% | 99.52% |
13/11/2024 | - | 0.06 CHF | - CHF | 142,156 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
12/11/2024 | 7.62% | 0.06 CHF | 0.12 CHF | 141,727 | 75,000 | 138,945 | 75,000 | 17,579 CHF | 10,240 CHF | 85.69% | 100.00% |
11/11/2024 | 6.62% | 0.16 CHF | 0.17 CHF | 137,033 | 75,000 | 137,693 | 75,000 | 20,183 CHF | 11,746 CHF | 100.00% | 100.00% |