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 | 5.87% | 0.16 CHF | 0.17 CHF | 257,248 | 50,000 | 242,532 | 50,000 | 40,187 CHF | 8,795 CHF | 100.00% | 100.00% |
19/11/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 236,364 | 50,000 | 236,239 | 50,000 | 41,645 CHF | 9,321 CHF | 99.99% | 99.99% |
18/11/2024 | 6.81% | 0.18 CHF | 0.19 CHF | 240,173 | 50,000 | 243,996 | 44,487 | 41,732 CHF | 8,137 CHF | 100.00% | 100.00% |
15/11/2024 | 6.12% | 0.17 CHF | 0.18 CHF | 251,887 | 50,000 | 254,145 | 50,000 | 40,253 CHF | 8,421 CHF | 97.60% | 97.60% |
14/11/2024 | 5.95% | 0.17 CHF | 0.18 CHF | 253,224 | 50,000 | 253,647 | 50,000 | 41,432 CHF | 8,671 CHF | 96.15% | 96.15% |
13/11/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 301,045 | 50,000 | 288,751 | 49,711 | 38,337 CHF | 7,110 CHF | 99.36% | 99.36% |
12/11/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 272,927 | 50,000 | 275,119 | 50,000 | 39,315 CHF | 7,654 CHF | 100.00% | 100.00% |
11/11/2024 | 4.90% | 0.17 CHF | 0.18 CHF | 240,524 | 50,000 | 220,455 | 50,000 | 43,992 CHF | 10,527 CHF | 99.48% | 99.48% |
08/11/2024 | 4.32% | 0.22 CHF | 0.23 CHF | 204,075 | 50,000 | 202,240 | 50,000 | 45,821 CHF | 11,843 CHF | 97.26% | 97.26% |
07/11/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 205,870 | 50,000 | 204,564 | 48,641 | 46,440 CHF | 11,565 CHF | 94.55% | 94.55% |