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 | 7.55% | 0.13 CHF | 0.14 CHF | 195,833 | 50,000 | 196,539 | 50,000 | 25,080 CHF | 6,880 CHF | 100.00% | 100.00% |
19/11/2024 | 8.61% | 0.11 CHF | 0.12 CHF | 213,331 | 50,000 | 218,227 | 50,000 | 24,280 CHF | 6,066 CHF | 99.94% | 99.94% |
18/11/2024 | 9.32% | 0.12 CHF | 0.13 CHF | 211,732 | 50,000 | 205,548 | 44,467 | 24,235 CHF | 5,726 CHF | 99.63% | 99.63% |
15/11/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 204,417 | 50,000 | 203,214 | 50,000 | 25,592 CHF | 6,799 CHF | 99.98% | 99.98% |
14/11/2024 | 6.74% | 0.14 CHF | 0.15 CHF | 187,861 | 50,000 | 187,881 | 50,000 | 26,969 CHF | 7,677 CHF | 99.44% | 99.44% |
13/11/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 183,966 | 50,000 | 185,703 | 49,819 | 27,594 CHF | 7,901 CHF | 98.88% | 98.88% |
12/11/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 176,380 | 50,000 | 172,369 | 50,000 | 27,536 CHF | 8,488 CHF | 99.99% | 99.99% |
11/11/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 162,616 | 50,000 | 159,863 | 50,000 | 28,586 CHF | 9,442 CHF | 100.00% | 100.00% |
08/11/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 157,456 | 50,000 | 154,764 | 50,000 | 28,979 CHF | 9,865 CHF | 88.69% | 88.69% |
07/11/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 151,683 | 50,000 | 153,563 | 48,703 | 29,531 CHF | 9,869 CHF | 99.06% | 99.06% |