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 | 9.81% | 0.12 CHF | 0.13 CHF | 265,023 | 50,000 | 253,657 | 50,000 | 32,378 CHF | 7,050 CHF | 100.00% | 100.00% |
19/11/2024 | 9.58% | 0.12 CHF | 0.13 CHF | 268,200 | 50,000 | 278,017 | 50,000 | 32,727 CHF | 6,480 CHF | 100.00% | 100.00% |
18/11/2024 | 9.54% | 0.13 CHF | 0.14 CHF | 264,235 | 50,000 | 259,930 | 43,384 | 33,735 CHF | 6,134 CHF | 100.00% | 100.00% |
15/11/2024 | 7.79% | 0.14 CHF | 0.15 CHF | 252,065 | 50,000 | 248,730 | 50,000 | 34,804 CHF | 7,566 CHF | 100.00% | 100.00% |
14/11/2024 | 8.01% | 0.14 CHF | 0.15 CHF | 242,408 | 50,000 | 239,503 | 50,000 | 34,826 CHF | 7,877 CHF | 99.27% | 99.27% |
13/11/2024 | 7.79% | 0.14 CHF | 0.15 CHF | 249,486 | 50,000 | 245,108 | 49,375 | 34,086 CHF | 7,429 CHF | 99.40% | 99.40% |
12/11/2024 | 8.93% | 0.15 CHF | 0.16 CHF | 230,786 | 50,000 | 224,255 | 50,000 | 35,470 CHF | 8,654 CHF | 100.00% | 100.00% |
11/11/2024 | 7.72% | 0.17 CHF | 0.19 CHF | 208,944 | 50,000 | 207,824 | 50,000 | 35,992 CHF | 9,355 CHF | 100.00% | 100.00% |
08/11/2024 | 7.62% | 0.15 CHF | 0.16 CHF | 227,340 | 50,000 | 231,089 | 50,000 | 34,579 CHF | 8,076 CHF | 100.00% | 100.00% |
07/11/2024 | 8.59% | 0.15 CHF | 0.17 CHF | 227,236 | 50,000 | 229,553 | 48,743 | 35,234 CHF | 8,158 CHF | 99.06% | 99.06% |