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 | 7.62% | 0.11 CHF | 0.12 CHF | 201,617 | 50,000 | 200,158 | 50,000 | 25,478 CHF | 6,867 CHF | 100.00% | 100.00% |
19/11/2024 | 8.00% | 0.14 CHF | 0.15 CHF | 198,961 | 50,000 | 200,659 | 50,000 | 24,264 CHF | 6,549 CHF | 100.00% | 100.00% |
18/11/2024 | 5.94% | 0.15 CHF | 0.16 CHF | 198,119 | 50,000 | 197,332 | 50,000 | 32,353 CHF | 8,700 CHF | 100.00% | 100.00% |
15/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 194,697 | 50,000 | 194,425 | 50,000 | 39,852 CHF | 10,750 CHF | 100.00% | 100.00% |
14/11/2024 | 5.93% | 0.21 CHF | 0.22 CHF | 194,264 | 50,000 | 197,902 | 50,000 | 33,159 CHF | 8,893 CHF | 99.44% | 99.44% |
13/11/2024 | 6.46% | 0.14 CHF | 0.15 CHF | 199,458 | 50,000 | 197,965 | 49,518 | 29,795 CHF | 7,951 CHF | 98.88% | 98.88% |
12/11/2024 | 5.59% | 0.15 CHF | 0.16 CHF | 197,625 | 50,000 | 195,825 | 50,000 | 34,131 CHF | 9,216 CHF | 100.00% | 100.00% |
11/11/2024 | 3.81% | 0.23 CHF | 0.24 CHF | 190,415 | 50,000 | 187,902 | 50,000 | 48,454 CHF | 13,398 CHF | 74.01% | 74.01% |
08/11/2024 | 3.57% | 0.25 CHF | 0.26 CHF | 187,467 | 25,000 | 179,570 | 25,000 | 49,617 CHF | 7,186 CHF | 42.28% | 42.28% |
07/11/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 132,414 | 24,740 | 51,787 CHF | 9,931 CHF | 99.06% | 99.06% |