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 | 23.60% | 0.07 CHF | 0.09 CHF | 380,730 | 25,000 | 352,455 | 25,000 | 28,519 CHF | 2,574 CHF | 100.00% | 100.00% |
19/11/2024 | 23.09% | 0.08 CHF | 0.10 CHF | 381,041 | 25,000 | 356,268 | 25,000 | 29,091 CHF | 2,580 CHF | 100.00% | 100.00% |
18/11/2024 | 26.66% | 0.10 CHF | 0.12 CHF | 326,979 | 25,000 | 355,454 | 23,897 | 29,534 CHF | 2,586 CHF | 100.00% | 100.00% |
15/11/2024 | 17.96% | 0.10 CHF | 0.12 CHF | 311,820 | 25,000 | 310,974 | 25,000 | 31,925 CHF | 3,079 CHF | 100.00% | 100.00% |
14/11/2024 | 17.45% | 0.10 CHF | 0.12 CHF | 312,847 | 25,000 | 296,530 | 25,000 | 32,354 CHF | 3,252 CHF | 99.52% | 99.52% |
13/11/2024 | 15.69% | 0.12 CHF | 0.14 CHF | 291,104 | 25,000 | 261,905 | 24,941 | 34,993 CHF | 3,909 CHF | 99.32% | 99.32% |
12/11/2024 | 12.40% | 0.13 CHF | 0.16 CHF | 257,999 | 25,000 | 221,566 | 25,000 | 36,584 CHF | 4,699 CHF | 100.00% | 100.00% |
11/11/2024 | 11.17% | 0.20 CHF | 0.23 CHF | 192,616 | 25,000 | 201,139 | 25,000 | 39,015 CHF | 5,429 CHF | 100.00% | 100.00% |
08/11/2024 | 10.56% | 0.19 CHF | 0.21 CHF | 208,510 | 25,000 | 208,138 | 25,000 | 38,984 CHF | 5,207 CHF | 100.00% | 100.00% |
07/11/2024 | 10.85% | 0.20 CHF | 0.22 CHF | 194,896 | 25,000 | 196,010 | 24,769 | 40,563 CHF | 5,714 CHF | 98.53% | 98.53% |