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 | 18.03% | 0.14 CHF | 0.17 CHF | 155,965 | 50,000 | 159,079 | 50,000 | 21,541 CHF | 8,123 CHF | 100.00% | 100.00% |
19/11/2024 | 10.02% | 0.13 CHF | 0.14 CHF | 169,294 | 50,000 | 180,811 | 50,000 | 21,236 CHF | 6,500 CHF | 99.38% | 99.38% |
18/11/2024 | 11.39% | 0.13 CHF | 0.15 CHF | 170,322 | 50,000 | 173,140 | 43,384 | 22,561 CHF | 6,318 CHF | 99.98% | 99.98% |
15/11/2024 | 7.94% | 0.11 CHF | 0.13 CHF | 192,501 | 50,000 | 164,360 | 50,000 | 24,377 CHF | 8,119 CHF | 100.00% | 100.00% |
14/11/2024 | 7.10% | 0.18 CHF | 0.19 CHF | 150,149 | 50,000 | 149,939 | 50,000 | 26,429 CHF | 9,465 CHF | 99.52% | 99.52% |
13/11/2024 | 6.25% | 0.18 CHF | 0.19 CHF | 147,716 | 50,000 | 139,744 | 49,383 | 27,959 CHF | 10,518 CHF | 99.32% | 99.32% |
12/11/2024 | 5.60% | 0.22 CHF | 0.23 CHF | 135,370 | 50,000 | 125,164 | 50,000 | 30,912 CHF | 13,072 CHF | 100.00% | 100.00% |
11/11/2024 | 4.97% | 0.24 CHF | 0.25 CHF | 129,849 | 50,000 | 128,712 | 50,000 | 30,489 CHF | 12,449 CHF | 100.00% | 100.00% |
08/11/2024 | 5.74% | 0.24 CHF | 0.25 CHF | 127,584 | 50,000 | 130,561 | 50,000 | 30,206 CHF | 12,254 CHF | 100.00% | 100.00% |
07/11/2024 | 6.23% | 0.21 CHF | 0.22 CHF | 141,811 | 50,000 | 145,031 | 48,444 | 28,933 CHF | 10,268 CHF | 99.13% | 99.13% |