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 | 18.31% | 0.05 CHF | 0.06 CHF | 486,623 | 50,000 | 441,891 | 50,000 | 25,461 CHF | 3,467 CHF | 100.00% | 100.00% |
19/11/2024 | 25.05% | 0.05 CHF | 0.07 CHF | 495,832 | 50,000 | 489,161 | 50,000 | 24,614 CHF | 3,247 CHF | 100.00% | 100.00% |
18/11/2024 | 19.11% | 0.06 CHF | 0.07 CHF | 481,195 | 50,000 | 464,845 | 43,384 | 27,697 CHF | 3,083 CHF | 100.00% | 100.00% |
15/11/2024 | 20.71% | 0.06 CHF | 0.08 CHF | 442,834 | 50,000 | 438,600 | 50,000 | 27,336 CHF | 3,839 CHF | 100.00% | 100.00% |
14/11/2024 | 15.13% | 0.06 CHF | 0.08 CHF | 420,834 | 50,000 | 425,082 | 50,000 | 29,256 CHF | 4,000 CHF | 99.27% | 99.27% |
13/11/2024 | 18.39% | 0.06 CHF | 0.08 CHF | 434,720 | 50,000 | 426,465 | 49,375 | 26,813 CHF | 3,737 CHF | 99.40% | 99.40% |
12/11/2024 | 12.84% | 0.07 CHF | 0.08 CHF | 394,238 | 50,000 | 387,709 | 50,000 | 30,282 CHF | 4,439 CHF | 100.00% | 100.00% |
11/11/2024 | 14.36% | 0.09 CHF | 0.10 CHF | 347,294 | 50,000 | 351,435 | 50,000 | 30,478 CHF | 4,999 CHF | 100.00% | 100.00% |
08/11/2024 | 15.11% | 0.07 CHF | 0.08 CHF | 386,105 | 50,000 | 390,577 | 50,000 | 27,340 CHF | 4,076 CHF | 100.00% | 100.00% |
07/11/2024 | 18.50% | 0.07 CHF | 0.09 CHF | 384,938 | 50,000 | 389,351 | 48,743 | 28,297 CHF | 4,264 CHF | 99.06% | 99.06% |