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 | 8.41% | 0.11 CHF | 0.12 CHF | 389,157 | 75,000 | 368,126 | 75,000 | 41,957 CHF | 9,328 CHF | 100.00% | 100.00% |
19/11/2024 | 11.50% | 0.08 CHF | 0.09 CHF | 447,507 | 75,000 | 417,434 | 73,453 | 35,057 CHF | 6,958 CHF | 100.00% | 100.00% |
18/11/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 458,410 | 75,000 | 403,022 | 63,973 | 39,599 CHF | 6,847 CHF | 100.00% | 100.00% |
15/11/2024 | 9.41% | 0.11 CHF | 0.12 CHF | 365,467 | 75,000 | 404,125 | 75,000 | 41,036 CHF | 8,429 CHF | 100.00% | 100.00% |
14/11/2024 | 10.98% | 0.09 CHF | 0.10 CHF | 418,555 | 75,000 | 450,954 | 75,000 | 38,943 CHF | 7,243 CHF | 99.52% | 99.52% |
13/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 74,146 | 30,000 CHF | 5,190 CHF | 99.32% | 99.32% |
12/11/2024 | 12.00% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 487,716 | 75,000 | 38,306 CHF | 6,640 CHF | 100.00% | 100.00% |
11/11/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 448,816 | 75,000 | 448,387 | 75,000 | 38,579 CHF | 7,203 CHF | 100.00% | 100.00% |
08/11/2024 | 11.83% | 0.08 CHF | 0.09 CHF | 488,679 | 75,000 | 492,409 | 75,000 | 39,190 CHF | 6,718 CHF | 100.00% | 100.00% |
07/11/2024 | 10.96% | 0.09 CHF | 0.10 CHF | 444,866 | 75,000 | 440,738 | 72,406 | 39,209 CHF | 7,220 CHF | 99.12% | 99.12% |