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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 13.69% | 0.12 CHF | 0.15 CHF | 420,000 | 75,000 | 357,917 | 75,000 | 50,630 CHF | 12,196 CHF | 100.00% | 100.00% |
20/11/2024 | 16.30% | 0.12 CHF | 0.14 CHF | 420,000 | 75,000 | 427,868 | 75,000 | 50,509 CHF | 10,461 CHF | 100.00% | 100.00% |
19/11/2024 | 9.80% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 490,445 | 75,000 | 48,767 CHF | 8,244 CHF | 97.59% | 97.59% |
18/11/2024 | 11.12% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 472,181 | 63,966 | 48,347 CHF | 7,116 CHF | 99.94% | 99.94% |
15/11/2024 | 4.85% | 0.13 CHF | 0.14 CHF | 390,000 | 50,000 | 234,585 | 50,000 | 50,940 CHF | 11,873 CHF | 78.31% | 78.31% |
14/11/2024 | 2.78% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 131,500 | 50,000 | 52,071 CHF | 20,398 CHF | 99.44% | 99.44% |
13/11/2024 | 2.97% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 141,814 | 49,818 | 51,907 CHF | 18,835 CHF | 98.88% | 98.88% |
12/11/2024 | 2.58% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 126,731 | 50,000 | 52,071 CHF | 21,198 CHF | 87.66% | 87.66% |
11/11/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 132,539 | 50,000 | 51,897 CHF | 20,158 CHF | 98.45% | 98.45% |
08/11/2024 | 3.31% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 157,671 | 50,000 | 51,802 CHF | 17,042 CHF | 100.00% | 100.00% |