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 | 16.24% | 0.07 CHF | 0.08 CHF | 351,285 | 50,000 | 334,194 | 50,000 | 23,042 CHF | 4,056 CHF | 100.00% | 100.00% |
19/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 347,828 | 50,000 | 347,828 | 50,000 | 20,870 CHF | 3,500 CHF | 0.89% | 0.89% |
18/11/2024 | 16.74% | 0.07 CHF | 0.08 CHF | 328,710 | 50,000 | 338,331 | 43,384 | 23,639 CHF | 3,529 CHF | 100.00% | 100.00% |
15/11/2024 | 14.88% | 0.08 CHF | 0.09 CHF | 336,586 | 50,000 | 315,930 | 50,000 | 24,616 CHF | 4,530 CHF | 100.00% | 100.00% |
14/11/2024 | 14.94% | 0.08 CHF | 0.09 CHF | 300,852 | 50,000 | 297,567 | 50,000 | 24,970 CHF | 4,876 CHF | 98.02% | 98.02% |
13/11/2024 | 15.67% | 0.07 CHF | 0.08 CHF | 325,147 | 50,000 | 314,401 | 49,375 | 23,106 CHF | 4,261 CHF | 99.40% | 99.40% |
12/11/2024 | 15.19% | 0.08 CHF | 0.09 CHF | 292,244 | 50,000 | 278,766 | 50,000 | 24,908 CHF | 5,208 CHF | 100.00% | 100.00% |
11/11/2024 | 10.82% | 0.10 CHF | 0.12 CHF | 251,853 | 50,000 | 253,036 | 50,000 | 26,902 CHF | 5,920 CHF | 99.90% | 99.90% |
08/11/2024 | 12.94% | 0.09 CHF | 0.10 CHF | 273,319 | 50,000 | 289,215 | 50,000 | 25,120 CHF | 4,941 CHF | 83.33% | 83.33% |
07/11/2024 | 13.39% | 0.09 CHF | 0.10 CHF | 288,819 | 50,000 | 284,421 | 48,689 | 24,770 CHF | 4,859 CHF | 94.99% | 94.99% |