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 | 7.70% | 0.12 CHF | 0.13 CHF | 362,698 | 50,000 | 336,507 | 50,000 | 42,069 CHF | 6,760 CHF | 100.00% | 100.00% |
19/11/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 343,504 | 50,000 | 328,551 | 50,000 | 43,456 CHF | 7,118 CHF | 99.99% | 99.99% |
18/11/2024 | 8.54% | 0.13 CHF | 0.14 CHF | 324,546 | 50,000 | 339,313 | 44,487 | 43,674 CHF | 6,237 CHF | 100.00% | 100.00% |
15/11/2024 | 8.02% | 0.13 CHF | 0.14 CHF | 351,506 | 50,000 | 354,411 | 50,000 | 42,425 CHF | 6,487 CHF | 97.60% | 97.60% |
14/11/2024 | 7.81% | 0.12 CHF | 0.13 CHF | 352,984 | 50,000 | 354,813 | 50,000 | 43,743 CHF | 6,667 CHF | 96.15% | 96.15% |
13/11/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 422,167 | 50,000 | 400,588 | 49,711 | 40,357 CHF | 5,509 CHF | 99.36% | 99.36% |
12/11/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 393,968 | 50,000 | 381,536 | 50,000 | 41,350 CHF | 5,924 CHF | 100.00% | 100.00% |
11/11/2024 | 6.49% | 0.13 CHF | 0.14 CHF | 326,293 | 50,000 | 299,558 | 50,000 | 44,793 CHF | 8,010 CHF | 99.48% | 99.48% |
08/11/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 286,267 | 50,000 | 274,596 | 50,000 | 46,625 CHF | 8,998 CHF | 97.53% | 97.53% |
07/11/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 285,910 | 50,000 | 280,333 | 48,629 | 47,660 CHF | 8,788 CHF | 93.73% | 93.73% |