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 | 15.72% | 0.13 CHF | 0.20 CHF | 125,420 | 50,000 | 103,200 | 50,000 | 17,655 CHF | 10,042 CHF | 13.09% | 98.96% |
19/11/2024 | 8.62% | 0.16 CHF | 0.17 CHF | 113,694 | 50,000 | 118,389 | 50,000 | 17,939 CHF | 8,301 CHF | 100.00% | 100.00% |
18/11/2024 | 10.39% | 0.18 CHF | 0.20 CHF | 106,740 | 50,000 | 99,331 | 43,730 | 17,127 CHF | 8,314 CHF | 98.53% | 98.53% |
15/11/2024 | 4.60% | 0.23 CHF | 0.24 CHF | 93,819 | 50,000 | 84,260 | 50,000 | 23,252 CHF | 14,473 CHF | 67.79% | 67.79% |
14/11/2024 | 4.16% | 0.36 CHF | 0.37 CHF | 73,339 | 50,000 | 77,376 | 50,000 | 24,984 CHF | 16,841 CHF | 99.27% | 99.27% |
13/11/2024 | 4.59% | 0.28 CHF | 0.30 CHF | 85,218 | 50,000 | 80,841 | 49,376 | 24,393 CHF | 15,608 CHF | 99.40% | 99.40% |
12/11/2024 | 3.47% | 0.34 CHF | 0.35 CHF | 75,058 | 50,000 | 72,667 | 50,000 | 26,565 CHF | 18,933 CHF | 100.00% | 100.00% |
11/11/2024 | 3.26% | 0.43 CHF | 0.44 CHF | 66,539 | 50,000 | 64,864 | 50,000 | 29,220 CHF | 23,288 CHF | 100.00% | 100.00% |
08/11/2024 | 4.00% | 0.44 CHF | 0.45 CHF | 66,581 | 25,000 | 63,063 | 25,000 | 30,478 CHF | 12,630 CHF | 100.00% | 100.00% |
07/11/2024 | 4.67% | 0.54 CHF | 0.56 CHF | 59,836 | 50,000 | 60,355 | 48,495 | 31,786 CHF | 26,951 CHF | 99.05% | 99.05% |