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 | 7.36% | 0.18 CHF | 0.19 CHF | 216,363 | 50,000 | 215,633 | 50,000 | 37,707 CHF | 9,417 CHF | 100.00% | 100.00% |
19/11/2024 | 8.06% | 0.16 CHF | 0.18 CHF | 225,430 | 50,000 | 235,034 | 50,000 | 36,419 CHF | 8,401 CHF | 99.40% | 99.40% |
18/11/2024 | 9.27% | 0.16 CHF | 0.18 CHF | 228,412 | 50,000 | 229,957 | 43,384 | 36,881 CHF | 7,638 CHF | 100.00% | 100.00% |
15/11/2024 | 6.15% | 0.15 CHF | 0.16 CHF | 249,989 | 50,000 | 222,030 | 50,000 | 38,542 CHF | 9,279 CHF | 100.00% | 100.00% |
14/11/2024 | 6.22% | 0.19 CHF | 0.20 CHF | 204,736 | 50,000 | 206,661 | 50,000 | 39,582 CHF | 10,194 CHF | 99.52% | 99.52% |
13/11/2024 | 6.21% | 0.19 CHF | 0.21 CHF | 202,568 | 50,000 | 192,967 | 49,383 | 40,212 CHF | 10,952 CHF | 99.32% | 99.32% |
12/11/2024 | 5.12% | 0.22 CHF | 0.23 CHF | 185,614 | 50,000 | 175,735 | 50,000 | 42,699 CHF | 12,794 CHF | 100.00% | 100.00% |
11/11/2024 | 5.14% | 0.24 CHF | 0.25 CHF | 181,216 | 50,000 | 179,821 | 50,000 | 42,212 CHF | 12,357 CHF | 100.00% | 100.00% |
08/11/2024 | 4.85% | 0.24 CHF | 0.25 CHF | 178,703 | 50,000 | 181,151 | 50,000 | 41,772 CHF | 12,105 CHF | 100.00% | 100.00% |
07/11/2024 | 5.88% | 0.21 CHF | 0.23 CHF | 191,869 | 50,000 | 196,079 | 48,444 | 40,385 CHF | 10,560 CHF | 99.13% | 99.13% |