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 | 20.00% | 0.05 CHF | 0.07 CHF | 399,705 | 75,000 | 341,113 | 75,000 | 24,183 CHF | 6,550 CHF | 100.00% | 100.00% |
19/11/2024 | 11.96% | 0.08 CHF | 0.09 CHF | 309,812 | 75,000 | 324,247 | 75,000 | 25,662 CHF | 6,717 CHF | 100.00% | 100.00% |
18/11/2024 | 12.29% | 0.10 CHF | 0.11 CHF | 294,518 | 75,000 | 314,192 | 63,971 | 27,955 CHF | 6,325 CHF | 99.98% | 99.98% |
15/11/2024 | 6.13% | 0.13 CHF | 0.14 CHF | 261,588 | 50,000 | 223,066 | 50,000 | 35,394 CHF | 8,469 CHF | 100.00% | 100.00% |
14/11/2024 | 4.78% | 0.21 CHF | 0.22 CHF | 191,972 | 75,000 | 194,944 | 75,000 | 39,845 CHF | 16,088 CHF | 99.52% | 99.52% |
13/11/2024 | 5.84% | 0.16 CHF | 0.17 CHF | 222,767 | 50,000 | 218,226 | 49,703 | 36,743 CHF | 8,886 CHF | 99.32% | 99.32% |
12/11/2024 | 4.50% | 0.20 CHF | 0.21 CHF | 200,945 | 50,000 | 189,472 | 50,000 | 41,230 CHF | 11,398 CHF | 100.00% | 100.00% |
11/11/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 178,398 | 50,000 | 177,038 | 50,000 | 43,884 CHF | 12,900 CHF | 100.00% | 100.00% |
08/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 187,397 | 50,000 | 192,120 | 50,000 | 41,524 CHF | 11,314 CHF | 100.00% | 100.00% |
07/11/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 188,285 | 75,000 | 191,224 | 72,406 | 42,291 CHF | 16,828 CHF | 99.13% | 99.13% |