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 | 7.82% | 0.11 CHF | 0.12 CHF | 212,027 | 50,000 | 198,586 | 50,000 | 24,427 CHF | 6,666 CHF | 100.00% | 100.00% |
19/11/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 216,465 | 50,000 | 224,510 | 50,000 | 25,278 CHF | 6,149 CHF | 100.00% | 100.00% |
18/11/2024 | 9.19% | 0.13 CHF | 0.14 CHF | 206,669 | 50,000 | 199,303 | 44,486 | 25,795 CHF | 6,243 CHF | 100.00% | 100.00% |
15/11/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 174,723 | 50,000 | 169,411 | 50,000 | 27,117 CHF | 8,506 CHF | 100.00% | 100.00% |
14/11/2024 | 5.97% | 0.18 CHF | 0.20 CHF | 152,636 | 50,000 | 146,084 | 50,000 | 28,546 CHF | 10,375 CHF | 99.27% | 99.27% |
13/11/2024 | 6.42% | 0.20 CHF | 0.21 CHF | 142,776 | 50,000 | 145,202 | 49,694 | 28,896 CHF | 10,546 CHF | 98.49% | 98.49% |
12/11/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 144,059 | 50,000 | 144,236 | 50,000 | 28,836 CHF | 10,498 CHF | 100.00% | 100.00% |
11/11/2024 | 4.86% | 0.23 CHF | 0.24 CHF | 135,058 | 50,000 | 136,282 | 50,000 | 30,579 CHF | 11,782 CHF | 100.00% | 100.00% |
08/11/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 144,135 | 50,000 | 145,478 | 50,000 | 29,219 CHF | 10,543 CHF | 100.00% | 100.00% |
07/11/2024 | 5.06% | 0.21 CHF | 0.22 CHF | 145,416 | 50,000 | 146,879 | 48,704 | 30,075 CHF | 10,504 CHF | 99.23% | 99.23% |