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 | 18.06% | 0.05 CHF | 0.06 CHF | 328,346 | 50,000 | 329,907 | 50,000 | 16,639 CHF | 3,022 CHF | 100.00% | 100.00% |
19/11/2024 | 20.60% | 0.05 CHF | 0.06 CHF | 384,031 | 50,000 | 384,816 | 50,000 | 16,942 CHF | 2,700 CHF | 99.94% | 99.94% |
18/11/2024 | 19.66% | 0.05 CHF | 0.06 CHF | 384,731 | 50,000 | 325,743 | 46,392 | 15,554 CHF | 2,690 CHF | 90.66% | 90.66% |
15/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 350,646 | 50,000 | 350,646 | 50,000 | 17,532 CHF | 3,000 CHF | 100.00% | 100.00% |
14/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 298,776 | 50,000 | 298,776 | 50,000 | 17,927 CHF | 3,500 CHF | 99.44% | 99.44% |
13/11/2024 | 15.62% | 0.06 CHF | 0.07 CHF | 302,512 | 50,000 | 298,158 | 49,819 | 17,890 CHF | 3,494 CHF | 98.88% | 98.88% |
12/11/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 277,975 | 50,000 | 281,985 | 50,000 | 19,668 CHF | 3,988 CHF | 99.99% | 99.99% |
11/11/2024 | 11.69% | 0.08 CHF | 0.09 CHF | 243,872 | 50,000 | 243,311 | 50,000 | 19,609 CHF | 4,529 CHF | 100.00% | 100.00% |
08/11/2024 | 10.87% | 0.08 CHF | 0.09 CHF | 241,520 | 50,000 | 237,177 | 50,000 | 20,674 CHF | 4,861 CHF | 88.69% | 88.69% |
07/11/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 228,854 | 50,000 | 226,070 | 48,703 | 20,349 CHF | 4,871 CHF | 99.06% | 99.06% |