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 | 20.39% | 0.32 CHF | 0.39 CHF | 97,198 | 25,000 | 100,075 | 25,000 | 29,554 CHF | 9,061 CHF | 99.90% | 99.90% |
19/11/2024 | 12.65% | 0.28 CHF | 0.32 CHF | 103,336 | 25,000 | 103,382 | 25,000 | 28,757 CHF | 7,894 CHF | 80.60% | 80.60% |
18/11/2024 | 14.24% | 0.29 CHF | 0.32 CHF | 101,404 | 25,000 | 103,052 | 23,893 | 28,953 CHF | 7,727 CHF | 99.63% | 99.63% |
15/11/2024 | 12.75% | 0.29 CHF | 0.33 CHF | 102,802 | 25,000 | 102,755 | 25,000 | 29,896 CHF | 8,264 CHF | 100.00% | 100.00% |
14/11/2024 | 12.15% | 0.30 CHF | 0.34 CHF | 103,361 | 25,000 | 103,141 | 25,000 | 30,486 CHF | 8,346 CHF | 97.25% | 97.25% |
13/11/2024 | 12.37% | 0.30 CHF | 0.33 CHF | 103,487 | 25,000 | 103,076 | 24,963 | 30,175 CHF | 8,275 CHF | 97.09% | 97.09% |
12/11/2024 | 12.46% | 0.28 CHF | 0.32 CHF | 105,434 | 25,000 | 102,390 | 25,000 | 29,810 CHF | 8,246 CHF | 98.58% | 98.58% |
11/11/2024 | 11.20% | 0.32 CHF | 0.36 CHF | 100,929 | 25,000 | 100,254 | 25,000 | 32,197 CHF | 8,982 CHF | 97.60% | 97.60% |
08/11/2024 | 10.91% | 0.31 CHF | 0.35 CHF | 100,355 | 25,000 | 101,008 | 25,000 | 31,975 CHF | 8,828 CHF | 98.53% | 98.53% |
07/11/2024 | 11.02% | 0.33 CHF | 0.36 CHF | 100,045 | 25,000 | 99,801 | 24,915 | 33,534 CHF | 9,347 CHF | 95.48% | 95.48% |