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 | 14.49% | 0.06 CHF | 0.07 CHF | 438,346 | 50,000 | 394,201 | 50,000 | 25,358 CHF | 3,722 CHF | 100.00% | 100.00% |
19/11/2024 | 16.19% | 0.06 CHF | 0.07 CHF | 430,329 | 50,000 | 426,387 | 50,000 | 24,396 CHF | 3,370 CHF | 100.00% | 100.00% |
18/11/2024 | 20.59% | 0.07 CHF | 0.08 CHF | 385,875 | 50,000 | 379,838 | 44,486 | 23,439 CHF | 3,332 CHF | 100.00% | 100.00% |
15/11/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 311,499 | 50,000 | 311,499 | 50,000 | 24,920 CHF | 4,500 CHF | 100.00% | 100.00% |
14/11/2024 | 9.76% | 0.09 CHF | 0.10 CHF | 285,770 | 50,000 | 271,843 | 50,000 | 26,628 CHF | 5,405 CHF | 99.27% | 99.27% |
13/11/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 264,157 | 50,000 | 265,873 | 49,694 | 27,173 CHF | 5,585 CHF | 98.49% | 98.49% |
12/11/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 266,538 | 50,000 | 266,478 | 50,000 | 26,649 CHF | 5,502 CHF | 100.00% | 100.00% |
11/11/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 247,039 | 50,000 | 252,179 | 50,000 | 29,655 CHF | 6,386 CHF | 100.00% | 100.00% |
08/11/2024 | 12.83% | 0.10 CHF | 0.11 CHF | 265,858 | 50,000 | 264,734 | 50,000 | 26,745 CHF | 5,747 CHF | 100.00% | 100.00% |
07/11/2024 | 9.53% | 0.11 CHF | 0.12 CHF | 268,175 | 50,000 | 269,595 | 48,704 | 28,527 CHF | 5,672 CHF | 99.23% | 99.23% |