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 | 14.22% | 0.05 CHF | 0.06 CHF | 201,617 | 50,000 | 200,158 | 50,000 | 13,469 CHF | 3,867 CHF | 100.00% | 100.00% |
19/11/2024 | 15.95% | 0.07 CHF | 0.08 CHF | 199,773 | 50,000 | 200,570 | 50,000 | 11,928 CHF | 3,477 CHF | 100.00% | 100.00% |
18/11/2024 | 9.25% | 0.09 CHF | 0.10 CHF | 198,119 | 50,000 | 197,332 | 50,000 | 20,513 CHF | 5,700 CHF | 100.00% | 100.00% |
15/11/2024 | 6.69% | 0.14 CHF | 0.15 CHF | 194,697 | 50,000 | 194,425 | 50,000 | 28,186 CHF | 7,750 CHF | 100.00% | 100.00% |
14/11/2024 | 9.40% | 0.15 CHF | 0.16 CHF | 194,264 | 50,000 | 197,902 | 50,000 | 21,285 CHF | 5,893 CHF | 99.44% | 99.44% |
13/11/2024 | 10.60% | 0.08 CHF | 0.09 CHF | 199,458 | 50,000 | 197,965 | 49,518 | 17,917 CHF | 4,980 CHF | 98.88% | 98.88% |
12/11/2024 | 8.42% | 0.09 CHF | 0.10 CHF | 197,625 | 50,000 | 195,825 | 50,000 | 22,382 CHF | 6,216 CHF | 100.00% | 100.00% |
11/11/2024 | 4.84% | 0.17 CHF | 0.18 CHF | 190,415 | 50,000 | 187,719 | 50,000 | 37,994 CHF | 10,624 CHF | 100.00% | 100.00% |
08/11/2024 | 4.66% | 0.19 CHF | 0.20 CHF | 187,467 | 25,000 | 185,633 | 25,000 | 39,175 CHF | 5,529 CHF | 100.00% | 100.00% |
07/11/2024 | 3.01% | 0.31 CHF | 0.32 CHF | 170,000 | 25,000 | 156,904 | 24,740 | 52,089 CHF | 8,475 CHF | 99.06% | 99.06% |