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 | 23.01% | 0.06 CHF | 0.08 CHF | 185,847 | 50,000 | 192,138 | 50,000 | 11,741 CHF | 3,855 CHF | 100.00% | 100.00% |
19/11/2024 | 18.76% | 0.05 CHF | 0.06 CHF | 240,787 | 50,000 | 243,993 | 50,000 | 11,852 CHF | 2,928 CHF | 96.07% | 96.07% |
18/11/2024 | 18.96% | 0.05 CHF | 0.06 CHF | 240,039 | 50,000 | 217,436 | 44,467 | 11,396 CHF | 2,795 CHF | 99.63% | 99.63% |
15/11/2024 | 14.38% | 0.06 CHF | 0.07 CHF | 208,529 | 50,000 | 209,983 | 50,000 | 13,622 CHF | 3,746 CHF | 74.69% | 74.69% |
14/11/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 179,772 | 50,000 | 178,117 | 50,000 | 14,403 CHF | 4,543 CHF | 99.44% | 99.44% |
13/11/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 180,015 | 50,000 | 179,025 | 49,819 | 14,947 CHF | 4,660 CHF | 98.88% | 98.88% |
12/11/2024 | 9.56% | 0.09 CHF | 0.10 CHF | 168,306 | 50,000 | 162,135 | 50,000 | 16,160 CHF | 5,484 CHF | 100.00% | 100.00% |
11/11/2024 | 8.06% | 0.11 CHF | 0.12 CHF | 148,810 | 50,000 | 147,429 | 50,000 | 17,589 CHF | 6,468 CHF | 100.00% | 100.00% |
08/11/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 143,354 | 50,000 | 139,920 | 50,000 | 17,846 CHF | 6,880 CHF | 88.69% | 88.69% |
07/11/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 138,118 | 50,000 | 139,575 | 48,703 | 18,615 CHF | 6,999 CHF | 99.06% | 99.06% |