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 | 7.02% | 0.12 CHF | 0.13 CHF | 161,057 | 50,000 | 146,977 | 50,000 | 20,221 CHF | 7,397 CHF | 100.00% | 100.00% |
19/11/2024 | 7.25% | 0.13 CHF | 0.14 CHF | 153,315 | 50,000 | 153,721 | 50,000 | 20,454 CHF | 7,158 CHF | 100.00% | 100.00% |
18/11/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 163,994 | 50,000 | 140,642 | 44,486 | 21,901 CHF | 7,409 CHF | 100.00% | 100.00% |
15/11/2024 | 4.86% | 0.18 CHF | 0.19 CHF | 131,615 | 50,000 | 118,443 | 50,000 | 23,812 CHF | 10,569 CHF | 100.00% | 100.00% |
14/11/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 108,837 | 50,000 | 108,279 | 50,000 | 25,713 CHF | 12,417 CHF | 99.52% | 99.52% |
13/11/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 112,152 | 50,000 | 109,974 | 49,704 | 25,240 CHF | 11,918 CHF | 99.32% | 99.32% |
12/11/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 112,130 | 50,000 | 111,554 | 50,000 | 25,035 CHF | 11,782 CHF | 100.00% | 100.00% |
11/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 112,226 | 50,000 | 109,127 | 50,000 | 25,666 CHF | 12,264 CHF | 100.00% | 100.00% |
08/11/2024 | 4.37% | 0.24 CHF | 0.25 CHF | 104,620 | 50,000 | 107,602 | 50,000 | 25,733 CHF | 12,493 CHF | 100.00% | 100.00% |
07/11/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 106,460 | 50,000 | 104,954 | 48,703 | 26,267 CHF | 12,687 CHF | 99.13% | 99.13% |