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 | 13.66% | 0.20 CHF | 0.23 CHF | 106,782 | 50,000 | 100,363 | 50,000 | 22,773 CHF | 13,038 CHF | 100.00% | 100.00% |
19/11/2024 | 5.58% | 0.22 CHF | 0.23 CHF | 106,519 | 50,000 | 108,785 | 50,000 | 22,663 CHF | 11,027 CHF | 97.39% | 97.39% |
18/11/2024 | 8.17% | 0.24 CHF | 0.26 CHF | 101,577 | 50,000 | 102,105 | 43,384 | 23,669 CHF | 10,734 CHF | 100.00% | 100.00% |
15/11/2024 | 8.30% | 0.26 CHF | 0.28 CHF | 99,684 | 50,000 | 98,562 | 50,000 | 25,536 CHF | 14,088 CHF | 100.00% | 100.00% |
14/11/2024 | 7.52% | 0.26 CHF | 0.28 CHF | 98,629 | 50,000 | 97,120 | 50,000 | 26,804 CHF | 14,880 CHF | 99.27% | 99.27% |
13/11/2024 | 6.78% | 0.25 CHF | 0.28 CHF | 99,656 | 50,000 | 100,133 | 49,342 | 25,651 CHF | 13,570 CHF | 94.34% | 94.34% |
12/11/2024 | 6.74% | 0.28 CHF | 0.30 CHF | 95,817 | 50,000 | 92,066 | 50,000 | 28,471 CHF | 16,544 CHF | 100.00% | 100.00% |
11/11/2024 | 6.26% | 0.34 CHF | 0.37 CHF | 87,406 | 50,000 | 87,573 | 50,000 | 29,976 CHF | 18,223 CHF | 99.90% | 99.90% |
08/11/2024 | 7.58% | 0.29 CHF | 0.31 CHF | 93,834 | 50,000 | 95,226 | 50,000 | 26,647 CHF | 15,095 CHF | 84.16% | 84.16% |
07/11/2024 | 8.12% | 0.29 CHF | 0.31 CHF | 94,335 | 50,000 | 94,992 | 48,743 | 27,419 CHF | 15,290 CHF | 99.06% | 99.06% |