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 | 6.46% | 0.31 CHF | 0.32 CHF | 160,000 | 50,000 | 183,594 | 25,337 | 51,647 CHF | 7,688 CHF | 99.66% | 99.66% |
19/11/2024 | 5.99% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 170,015 | 25,338 | 51,592 CHF | 8,132 CHF | 99.63% | 99.63% |
18/11/2024 | 6.05% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 171,356 | 25,335 | 51,403 CHF | 7,997 CHF | 99.64% | 99.64% |
15/11/2024 | 7.41% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 210,394 | 29,346 | 51,321 CHF | 8,436 CHF | 56.32% | 56.32% |
14/11/2024 | 12.44% | 0.16 CHF | 0.17 CHF | 310,000 | 25,000 | 355,818 | 20,007 | 50,765 CHF | 3,248 CHF | 99.63% | 99.63% |
13/11/2024 | 9.65% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 280,862 | 25,790 | 50,976 CHF | 5,164 CHF | 96.77% | 96.77% |
12/11/2024 | 9.86% | 0.19 CHF | 0.20 CHF | 260,000 | 50,000 | 283,457 | 25,335 | 50,950 CHF | 4,982 CHF | 99.64% | 99.64% |
11/11/2024 | 12.40% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 363,678 | 20,291 | 50,745 CHF | 3,217 CHF | 96.90% | 96.90% |