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 | 11.45% | 0.08 CHF | 0.09 CHF | 435,213 | 75,000 | 408,942 | 75,000 | 33,762 CHF | 6,942 CHF | 94.79% | 94.79% |
19/11/2024 | 12.93% | 0.08 CHF | 0.09 CHF | 444,343 | 75,000 | 422,273 | 75,000 | 30,642 CHF | 6,200 CHF | 100.00% | 100.00% |
18/11/2024 | 16.84% | 0.09 CHF | 0.10 CHF | 393,829 | 75,000 | 177,621 | 46,607 | 15,996 CHF | 4,819 CHF | 87.49% | 87.49% |
15/11/2024 | 10.16% | 0.10 CHF | 0.11 CHF | 379,455 | 75,000 | 389,036 | 75,000 | 36,436 CHF | 7,786 CHF | 98.83% | 98.83% |
14/11/2024 | 11.12% | 0.09 CHF | 0.10 CHF | 391,830 | 75,000 | 414,069 | 75,000 | 35,204 CHF | 7,143 CHF | 83.23% | 83.23% |
13/11/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 404,449 | 75,000 | 416,291 | 74,112 | 33,346 CHF | 6,678 CHF | 94.16% | 94.16% |
12/11/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 432,406 | 75,000 | 438,156 | 75,000 | 35,034 CHF | 6,747 CHF | 84.17% | 84.17% |
11/11/2024 | 8.62% | 0.10 CHF | 0.11 CHF | 350,360 | 75,000 | 335,264 | 75,000 | 37,291 CHF | 9,099 CHF | 94.79% | 94.79% |
08/11/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 385,131 | 75,000 | 385,731 | 75,000 | 38,253 CHF | 8,187 CHF | 100.00% | 100.00% |
07/11/2024 | 9.94% | 0.10 CHF | 0.11 CHF | 379,871 | 75,000 | 394,153 | 72,251 | 38,278 CHF | 7,768 CHF | 93.52% | 93.52% |