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 | - | 0.07 CHF | 0.12 CHF | 306,913 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
22/11/2024 | 11.32% | 0.09 CHF | 0.10 CHF | 314,700 | 50,000 | 313,818 | 50,000 | 26,245 CHF | 4,680 CHF | 100.00% | 100.00% |
20/11/2024 | 10.31% | 0.08 CHF | 0.09 CHF | 309,452 | 50,000 | 295,094 | 50,000 | 27,278 CHF | 5,131 CHF | 100.00% | 100.00% |
19/11/2024 | 11.39% | 0.09 CHF | 0.10 CHF | 315,383 | 50,000 | 310,054 | 50,000 | 25,755 CHF | 4,661 CHF | 100.00% | 100.00% |
18/11/2024 | 12.29% | 0.10 CHF | 0.11 CHF | 291,015 | 50,000 | 282,988 | 44,486 | 25,992 CHF | 4,560 CHF | 100.00% | 100.00% |
15/11/2024 | 9.56% | 0.11 CHF | 0.12 CHF | 249,308 | 50,000 | 244,276 | 50,000 | 28,258 CHF | 6,368 CHF | 100.00% | 100.00% |
14/11/2024 | 7.23% | 0.13 CHF | 0.14 CHF | 222,357 | 50,000 | 213,110 | 50,000 | 29,382 CHF | 7,416 CHF | 99.27% | 99.27% |
13/11/2024 | 7.66% | 0.14 CHF | 0.15 CHF | 210,008 | 50,000 | 209,760 | 49,694 | 29,935 CHF | 7,658 CHF | 98.49% | 98.49% |
12/11/2024 | 8.02% | 0.14 CHF | 0.15 CHF | 209,315 | 50,000 | 210,318 | 50,000 | 29,452 CHF | 7,589 CHF | 100.00% | 100.00% |
11/11/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 189,908 | 50,000 | 196,212 | 50,000 | 31,141 CHF | 8,458 CHF | 100.00% | 100.00% |