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 | 8.21% | 0.16 CHF | 0.18 CHF | 265,317 | 50,000 | 266,142 | 50,000 | 42,685 CHF | 8,710 CHF | 100.00% | 100.00% |
19/11/2024 | 9.02% | 0.15 CHF | 0.16 CHF | 288,846 | 50,000 | 289,779 | 50,000 | 41,483 CHF | 7,834 CHF | 99.40% | 99.40% |
18/11/2024 | 10.19% | 0.15 CHF | 0.16 CHF | 286,184 | 50,000 | 286,439 | 43,384 | 41,400 CHF | 6,915 CHF | 100.00% | 100.00% |
15/11/2024 | 7.90% | 0.13 CHF | 0.14 CHF | 306,678 | 50,000 | 275,479 | 50,000 | 42,170 CHF | 8,321 CHF | 100.00% | 100.00% |
14/11/2024 | 7.22% | 0.17 CHF | 0.18 CHF | 252,935 | 50,000 | 258,656 | 50,000 | 43,560 CHF | 9,052 CHF | 99.52% | 99.52% |
13/11/2024 | 7.15% | 0.17 CHF | 0.18 CHF | 252,942 | 50,000 | 242,084 | 49,383 | 43,939 CHF | 9,625 CHF | 99.32% | 99.32% |
12/11/2024 | 6.98% | 0.19 CHF | 0.20 CHF | 232,869 | 50,000 | 220,022 | 50,000 | 45,613 CHF | 11,123 CHF | 100.00% | 100.00% |
11/11/2024 | 6.62% | 0.20 CHF | 0.22 CHF | 226,524 | 50,000 | 225,153 | 50,000 | 45,372 CHF | 10,768 CHF | 100.00% | 100.00% |
08/11/2024 | 5.30% | 0.20 CHF | 0.22 CHF | 221,935 | 50,000 | 227,492 | 50,000 | 45,502 CHF | 10,546 CHF | 100.00% | 100.00% |
07/11/2024 | 8.41% | 0.19 CHF | 0.20 CHF | 239,895 | 50,000 | 245,110 | 48,444 | 43,493 CHF | 9,335 CHF | 99.13% | 99.13% |