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 | 12.55% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 179,512 | 12,934 | 51,205 CHF | 4,105 CHF | 99.64% | 99.64% |
19/11/2024 | 13.95% | 0.25 CHF | 0.27 CHF | 200,000 | 25,000 | 202,507 | 12,934 | 51,172 CHF | 3,662 CHF | 99.62% | 99.62% |
18/11/2024 | 14.03% | 0.29 CHF | 0.30 CHF | 180,000 | 25,000 | 197,662 | 12,932 | 50,980 CHF | 3,767 CHF | 99.66% | 99.66% |
15/11/2024 | 12.57% | 0.28 CHF | 0.29 CHF | 180,000 | 20,000 | 177,673 | 11,868 | 51,330 CHF | 3,839 CHF | 99.58% | 99.58% |
14/11/2024 | 6.54% | 0.48 CHF | 0.50 CHF | 110,000 | 20,000 | 93,062 | 11,865 | 51,933 CHF | 6,954 CHF | 99.66% | 99.66% |
13/11/2024 | 7.10% | 0.67 CHF | 0.69 CHF | 80,000 | 20,000 | 96,309 | 11,993 | 51,693 CHF | 7,126 CHF | 96.83% | 96.83% |
12/11/2024 | 6.20% | 0.48 CHF | 0.50 CHF | 110,000 | 20,000 | 91,671 | 11,866 | 53,269 CHF | 7,221 CHF | 99.67% | 99.67% |
11/11/2024 | 5.56% | 0.59 CHF | 0.61 CHF | 90,000 | 20,000 | 81,191 | 11,883 | 54,153 CHF | 8,266 CHF | 98.75% | 98.75% |
08/11/2024 | 10.33% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 139,643 | 11,882 | 51,779 CHF | 5,222 CHF | 99.67% | 99.67% |
07/11/2024 | 8.12% | 0.37 CHF | 0.38 CHF | 140,000 | 20,000 | 116,669 | 11,881 | 52,120 CHF | 5,607 CHF | 99.65% | 99.65% |