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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 15.89% | 0.18 CHF | 0.21 CHF | 280,000 | 10,000 | 292,012 | 10,000 | 50,714 CHF | 2,041 CHF | 100.00% | 100.00% |
27/11/2024 | 13.81% | 0.13 CHF | 0.15 CHF | 390,000 | 50,000 | 274,994 | 30,433 | 50,680 CHF | 6,316 CHF | 99.68% | 99.68% |
26/11/2024 | 9.21% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 182,442 | 30,620 | 51,587 CHF | 9,300 CHF | 96.34% | 96.34% |
25/11/2024 | 9.49% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 185,118 | 31,022 | 51,267 CHF | 9,450 CHF | 89.64% | 89.64% |
22/11/2024 | 11.44% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 220,029 | 30,432 | 50,710 CHF | 7,952 CHF | 99.68% | 99.68% |
20/11/2024 | 8.88% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 174,162 | 30,433 | 51,741 CHF | 9,721 CHF | 99.67% | 99.67% |
19/11/2024 | 9.33% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 180,895 | 30,432 | 51,302 CHF | 9,418 CHF | 99.68% | 99.68% |
18/11/2024 | 10.44% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 199,258 | 30,440 | 50,947 CHF | 8,981 CHF | 99.47% | 99.47% |
15/11/2024 | 9.92% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 192,394 | 30,433 | 50,927 CHF | 8,764 CHF | 99.68% | 99.68% |
14/11/2024 | 7.65% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 148,413 | 30,422 | 51,719 CHF | 11,355 CHF | 99.61% | 99.61% |