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 | 22.60% | 0.04 CHF | 0.05 CHF | 493,009 | 25,000 | 492,326 | 25,000 | 19,396 CHF | 1,235 CHF | 69.94% | 69.94% |
19/11/2024 | 27.84% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 496,504 | 25,000 | 15,435 CHF | 1,029 CHF | 99.58% | 99.58% |
18/11/2024 | 20.37% | 0.05 CHF | 0.06 CHF | 437,455 | 25,000 | 465,022 | 23,897 | 22,684 CHF | 1,431 CHF | 100.00% | 100.00% |
15/11/2024 | 16.83% | 0.05 CHF | 0.06 CHF | 456,342 | 25,000 | 410,274 | 25,000 | 22,447 CHF | 1,621 CHF | 92.00% | 92.00% |
14/11/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 342,518 | 25,000 | 363,905 | 25,000 | 24,532 CHF | 1,937 CHF | 93.90% | 93.90% |
13/11/2024 | 14.61% | 0.07 CHF | 0.08 CHF | 377,803 | 25,000 | 366,678 | 24,962 | 23,375 CHF | 1,842 CHF | 94.20% | 94.20% |
12/11/2024 | 12.69% | 0.07 CHF | 0.08 CHF | 330,863 | 25,000 | 317,121 | 25,000 | 23,421 CHF | 2,103 CHF | 70.38% | 70.38% |
11/11/2024 | 9.28% | 0.11 CHF | 0.12 CHF | 259,262 | 25,000 | 261,972 | 25,000 | 27,011 CHF | 2,832 CHF | 100.00% | 100.00% |
08/11/2024 | 11.54% | 0.09 CHF | 0.10 CHF | 285,062 | 25,000 | 299,868 | 25,000 | 24,555 CHF | 2,299 CHF | 99.69% | 99.69% |
07/11/2024 | 10.45% | 0.09 CHF | 0.10 CHF | 278,622 | 25,000 | 283,862 | 24,892 | 26,122 CHF | 2,545 CHF | 95.98% | 95.98% |