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 | 11.76% | 0.11 CHF | 0.12 CHF | 325,584 | 50,000 | 335,806 | 50,000 | 32,641 CHF | 5,472 CHF | 98.83% | 98.83% |
19/11/2024 | 11.31% | 0.10 CHF | 0.11 CHF | 328,889 | 50,000 | 327,321 | 50,000 | 33,187 CHF | 5,682 CHF | 70.10% | 70.10% |
18/11/2024 | 12.42% | 0.11 CHF | 0.12 CHF | 304,689 | 50,000 | 313,626 | 44,465 | 33,450 CHF | 5,346 CHF | 99.64% | 99.64% |
15/11/2024 | 10.85% | 0.12 CHF | 0.13 CHF | 290,404 | 50,000 | 267,808 | 50,000 | 35,675 CHF | 7,438 CHF | 100.00% | 100.00% |
14/11/2024 | 8.87% | 0.16 CHF | 0.18 CHF | 233,479 | 50,000 | 231,378 | 50,000 | 39,848 CHF | 9,416 CHF | 99.44% | 99.44% |
13/11/2024 | 8.12% | 0.18 CHF | 0.20 CHF | 223,727 | 50,000 | 222,399 | 49,557 | 40,159 CHF | 9,706 CHF | 98.88% | 98.88% |
12/11/2024 | 7.06% | 0.20 CHF | 0.21 CHF | 210,460 | 50,000 | 198,326 | 50,000 | 42,118 CHF | 11,401 CHF | 100.00% | 100.00% |
11/11/2024 | 6.35% | 0.23 CHF | 0.24 CHF | 192,573 | 50,000 | 187,536 | 50,000 | 44,304 CHF | 12,593 CHF | 100.00% | 100.00% |
08/11/2024 | 5.95% | 0.22 CHF | 0.23 CHF | 193,058 | 50,000 | 192,964 | 50,000 | 42,276 CHF | 11,629 CHF | 100.00% | 100.00% |
07/11/2024 | 6.72% | 0.22 CHF | 0.23 CHF | 192,566 | 50,000 | 195,696 | 48,703 | 42,582 CHF | 11,343 CHF | 99.06% | 99.06% |