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 | 19.97% | 0.07 CHF | 0.09 CHF | 271,643 | 75,000 | 286,138 | 75,000 | 19,720 CHF | 6,319 CHF | 99.00% | 99.00% |
19/11/2024 | 18.02% | 0.07 CHF | 0.09 CHF | 267,804 | 75,000 | 270,681 | 75,000 | 20,578 CHF | 6,834 CHF | 100.00% | 100.00% |
18/11/2024 | 22.13% | 0.09 CHF | 0.11 CHF | 245,183 | 75,000 | 244,410 | 63,971 | 20,717 CHF | 6,672 CHF | 100.00% | 100.00% |
15/11/2024 | 21.15% | 0.11 CHF | 0.12 CHF | 215,605 | 75,000 | 121,884 | 54,325 | 12,111 CHF | 6,273 CHF | 100.00% | 100.00% |
14/11/2024 | 29.45% | 0.09 CHF | 0.11 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 2,963 CHF | 3,987 CHF | 99.22% | 99.22% |
13/11/2024 | 28.32% | 0.08 CHF | 0.11 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 3,069 CHF | 4,069 CHF | 99.36% | 99.36% |
12/11/2024 | 26.01% | 0.07 CHF | 0.10 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 3,294 CHF | 4,280 CHF | 100.00% | 100.00% |
11/11/2024 | 19.10% | 0.12 CHF | 0.15 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 4,462 CHF | 5,403 CHF | 100.00% | 100.00% |
08/11/2024 | 12.78% | 0.11 CHF | 0.13 CHF | 203,949 | 75,000 | 200,269 | 75,000 | 23,624 CHF | 10,067 CHF | 100.00% | 100.00% |
07/11/2024 | 10.96% | 0.15 CHF | 0.17 CHF | 165,067 | 75,000 | 166,343 | 71,924 | 26,055 CHF | 12,520 CHF | 83.59% | 83.59% |