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 | 65.59% | 0.04 CHF | 0.06 CHF | 370,164 | 50,000 | 411,496 | 50,000 | 11,176 CHF | 2,658 CHF | 98.83% | 98.83% |
19/11/2024 | 28.11% | 0.03 CHF | 0.05 CHF | 407,505 | 50,000 | 396,630 | 50,000 | 14,888 CHF | 2,488 CHF | 95.59% | 95.59% |
18/11/2024 | 31.56% | 0.04 CHF | 0.06 CHF | 349,614 | 50,000 | 369,262 | 44,465 | 14,754 CHF | 2,417 CHF | 99.64% | 99.64% |
15/11/2024 | 18.50% | 0.06 CHF | 0.07 CHF | 311,384 | 50,000 | 267,085 | 49,974 | 19,177 CHF | 4,344 CHF | 99.90% | 99.90% |
14/11/2024 | 13.61% | 0.11 CHF | 0.12 CHF | 219,436 | 50,000 | 214,108 | 50,000 | 23,739 CHF | 6,365 CHF | 98.40% | 98.40% |
13/11/2024 | 10.14% | 0.13 CHF | 0.14 CHF | 204,953 | 50,000 | 204,693 | 49,557 | 25,535 CHF | 6,841 CHF | 98.88% | 98.88% |
12/11/2024 | 9.55% | 0.15 CHF | 0.16 CHF | 190,447 | 50,000 | 176,973 | 50,000 | 28,814 CHF | 8,963 CHF | 99.79% | 99.79% |
11/11/2024 | 6.29% | 0.18 CHF | 0.19 CHF | 170,646 | 50,000 | 165,486 | 50,000 | 31,485 CHF | 10,138 CHF | 100.00% | 100.00% |
08/11/2024 | 8.13% | 0.17 CHF | 0.18 CHF | 171,774 | 50,000 | 171,971 | 50,000 | 29,103 CHF | 9,183 CHF | 100.00% | 100.00% |
07/11/2024 | 8.48% | 0.17 CHF | 0.19 CHF | 171,244 | 50,000 | 175,163 | 48,703 | 29,541 CHF | 8,953 CHF | 99.06% | 99.06% |