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 | 12.64% | 0.07 CHF | 0.08 CHF | 402,405 | 50,000 | 390,021 | 50,000 | 28,963 CHF | 4,222 CHF | 100.00% | 100.00% |
19/11/2024 | 11.52% | 0.08 CHF | 0.09 CHF | 407,783 | 50,000 | 383,409 | 50,000 | 31,408 CHF | 4,599 CHF | 99.99% | 99.99% |
18/11/2024 | 13.26% | 0.08 CHF | 0.09 CHF | 376,571 | 50,000 | 394,171 | 44,487 | 31,158 CHF | 4,013 CHF | 100.00% | 100.00% |
15/11/2024 | 13.23% | 0.08 CHF | 0.09 CHF | 419,654 | 50,000 | 419,292 | 50,000 | 29,630 CHF | 4,033 CHF | 97.60% | 97.60% |
14/11/2024 | 12.13% | 0.08 CHF | 0.09 CHF | 421,369 | 50,000 | 427,085 | 50,000 | 33,107 CHF | 4,384 CHF | 96.15% | 96.15% |
13/11/2024 | 16.00% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 499,216 | 49,711 | 28,949 CHF | 3,381 CHF | 99.36% | 99.36% |
12/11/2024 | 14.74% | 0.06 CHF | 0.07 CHF | 463,671 | 50,000 | 473,237 | 50,000 | 29,847 CHF | 3,656 CHF | 100.00% | 100.00% |
11/11/2024 | 9.76% | 0.08 CHF | 0.09 CHF | 377,661 | 50,000 | 335,371 | 50,000 | 32,855 CHF | 5,442 CHF | 99.48% | 99.48% |
08/11/2024 | 8.17% | 0.11 CHF | 0.12 CHF | 308,254 | 50,000 | 300,634 | 50,000 | 35,384 CHF | 6,397 CHF | 99.86% | 99.86% |
07/11/2024 | 8.55% | 0.12 CHF | 0.13 CHF | 311,496 | 50,000 | 303,682 | 48,669 | 35,974 CHF | 6,286 CHF | 96.52% | 96.52% |