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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 144,065 | 50,000 | 144,827 | 50,000 | 22,532 CHF | 8,279 CHF | 100.00% | 100.00% |
22/11/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 145,667 | 50,000 | 145,089 | 50,000 | 22,717 CHF | 8,329 CHF | 100.00% | 100.00% |
20/11/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 144,949 | 50,000 | 144,242 | 50,000 | 22,031 CHF | 8,140 CHF | 100.00% | 100.00% |
19/11/2024 | 7.89% | 0.14 CHF | 0.15 CHF | 145,009 | 50,000 | 146,453 | 50,000 | 18,000 CHF | 6,650 CHF | 100.00% | 100.00% |
18/11/2024 | 7.42% | 0.14 CHF | 0.15 CHF | 145,907 | 50,000 | 146,369 | 50,000 | 19,058 CHF | 7,012 CHF | 100.00% | 100.00% |
15/11/2024 | 7.31% | 0.15 CHF | 0.16 CHF | 145,779 | 50,000 | 146,595 | 50,000 | 19,554 CHF | 7,174 CHF | 100.00% | 100.00% |
14/11/2024 | 10.34% | 0.11 CHF | 0.12 CHF | 147,908 | 50,000 | 149,954 | 50,000 | 13,997 CHF | 5,172 CHF | 99.22% | 99.22% |
13/11/2024 | 14.14% | 0.07 CHF | 0.08 CHF | 151,292 | 50,000 | 150,912 | 49,448 | 10,101 CHF | 3,808 CHF | 99.36% | 99.36% |
12/11/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 150,255 | 50,000 | 149,726 | 50,000 | 12,117 CHF | 4,547 CHF | 100.00% | 100.00% |
11/11/2024 | 6.77% | 0.12 CHF | 0.13 CHF | 145,970 | 50,000 | 144,277 | 50,000 | 20,764 CHF | 7,700 CHF | 100.00% | 100.00% |