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 | 7.45% | 0.11 CHF | 0.12 CHF | 201,938 | 50,000 | 200,296 | 50,000 | 26,055 CHF | 7,007 CHF | 100.00% | 100.00% |
19/11/2024 | 7.84% | 0.14 CHF | 0.15 CHF | 199,186 | 50,000 | 200,518 | 50,000 | 24,803 CHF | 6,688 CHF | 100.00% | 100.00% |
18/11/2024 | 5.82% | 0.15 CHF | 0.16 CHF | 198,408 | 50,000 | 197,441 | 50,000 | 33,025 CHF | 8,866 CHF | 100.00% | 100.00% |
15/11/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 194,824 | 50,000 | 194,421 | 50,000 | 40,381 CHF | 10,886 CHF | 100.00% | 100.00% |
14/11/2024 | 5.80% | 0.21 CHF | 0.22 CHF | 194,541 | 50,000 | 197,942 | 50,000 | 33,898 CHF | 9,079 CHF | 99.44% | 99.44% |
13/11/2024 | 6.32% | 0.15 CHF | 0.16 CHF | 198,896 | 50,000 | 197,897 | 49,519 | 30,412 CHF | 8,108 CHF | 98.88% | 98.88% |
12/11/2024 | 5.55% | 0.15 CHF | 0.16 CHF | 197,846 | 50,000 | 195,934 | 50,000 | 34,412 CHF | 9,283 CHF | 100.00% | 100.00% |
11/11/2024 | 3.70% | 0.24 CHF | 0.25 CHF | 189,883 | 50,000 | 186,457 | 50,000 | 49,588 CHF | 13,806 CHF | 90.18% | 90.18% |
08/11/2024 | 3.54% | 0.25 CHF | 0.26 CHF | 187,688 | 25,000 | 179,081 | 25,000 | 49,906 CHF | 7,248 CHF | 41.38% | 41.38% |
07/11/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 131,906 | 24,740 | 51,989 CHF | 10,008 CHF | 99.06% | 99.06% |