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 | 11.83% | 0.22 CHF | 0.24 CHF | 122,314 | 50,000 | 122,127 | 50,000 | 26,659 CHF | 12,286 CHF | 100.00% | 100.00% |
19/11/2024 | 6.80% | 0.20 CHF | 0.21 CHF | 130,466 | 50,000 | 132,292 | 50,000 | 25,324 CHF | 10,254 CHF | 99.94% | 99.94% |
18/11/2024 | 9.32% | 0.20 CHF | 0.22 CHF | 126,808 | 50,000 | 127,003 | 44,466 | 25,844 CHF | 9,903 CHF | 99.64% | 99.64% |
15/11/2024 | 5.20% | 0.22 CHF | 0.23 CHF | 131,918 | 50,000 | 131,521 | 50,000 | 28,533 CHF | 11,431 CHF | 74.69% | 74.69% |
14/11/2024 | 7.19% | 0.24 CHF | 0.26 CHF | 125,077 | 50,000 | 125,491 | 50,000 | 30,411 CHF | 13,023 CHF | 99.44% | 99.44% |
13/11/2024 | 6.78% | 0.25 CHF | 0.26 CHF | 124,207 | 50,000 | 124,387 | 49,819 | 30,737 CHF | 13,175 CHF | 98.88% | 98.88% |
12/11/2024 | 6.25% | 0.26 CHF | 0.28 CHF | 119,522 | 50,000 | 119,111 | 50,000 | 32,026 CHF | 14,313 CHF | 97.96% | 97.96% |
11/11/2024 | 5.78% | 0.28 CHF | 0.30 CHF | 115,972 | 50,000 | 113,946 | 50,000 | 33,730 CHF | 15,683 CHF | 100.00% | 100.00% |
08/11/2024 | 5.74% | 0.30 CHF | 0.31 CHF | 113,541 | 50,000 | 112,286 | 50,000 | 33,944 CHF | 16,009 CHF | 88.69% | 88.69% |
07/11/2024 | 6.22% | 0.31 CHF | 0.33 CHF | 111,905 | 50,000 | 111,720 | 48,703 | 34,703 CHF | 16,092 CHF | 99.06% | 99.06% |