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 | 10.53% | 0.09 CHF | 0.10 CHF | 298,815 | 50,000 | 298,815 | 50,000 | 26,893 CHF | 5,000 CHF | 100.00% | 100.00% |
19/11/2024 | 11.84% | 0.08 CHF | 0.09 CHF | 327,559 | 50,000 | 323,821 | 50,000 | 25,742 CHF | 4,475 CHF | 99.94% | 99.94% |
18/11/2024 | 13.58% | 0.08 CHF | 0.09 CHF | 295,523 | 50,000 | 298,217 | 44,466 | 24,168 CHF | 4,101 CHF | 99.64% | 99.64% |
15/11/2024 | 11.06% | 0.08 CHF | 0.09 CHF | 296,829 | 50,000 | 298,800 | 50,000 | 25,604 CHF | 4,783 CHF | 100.00% | 100.00% |
14/11/2024 | 9.80% | 0.10 CHF | 0.11 CHF | 276,525 | 50,000 | 275,152 | 50,000 | 26,754 CHF | 5,363 CHF | 99.44% | 99.44% |
13/11/2024 | 9.60% | 0.10 CHF | 0.11 CHF | 265,085 | 50,000 | 261,985 | 49,819 | 26,171 CHF | 5,477 CHF | 98.88% | 98.88% |
12/11/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 245,921 | 50,000 | 252,430 | 50,000 | 27,241 CHF | 5,895 CHF | 99.99% | 99.99% |
11/11/2024 | 7.97% | 0.11 CHF | 0.12 CHF | 234,830 | 50,000 | 222,905 | 50,000 | 26,872 CHF | 6,528 CHF | 100.00% | 100.00% |
08/11/2024 | 7.81% | 0.12 CHF | 0.13 CHF | 221,230 | 50,000 | 221,340 | 50,000 | 27,284 CHF | 6,663 CHF | 88.69% | 88.69% |
07/11/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 212,308 | 50,000 | 219,480 | 48,703 | 28,274 CHF | 6,760 CHF | 99.06% | 99.06% |