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 | 21.69% | 0.04 CHF | 0.05 CHF | 372,522 | 50,000 | 368,990 | 50,000 | 15,215 CHF | 2,566 CHF | 100.00% | 100.00% |
19/11/2024 | 22.04% | 0.04 CHF | 0.05 CHF | 371,850 | 50,000 | 369,867 | 50,000 | 14,964 CHF | 2,522 CHF | 100.00% | 100.00% |
18/11/2024 | 22.64% | 0.04 CHF | 0.05 CHF | 371,891 | 50,000 | 344,918 | 44,486 | 16,240 CHF | 2,591 CHF | 100.00% | 100.00% |
15/11/2024 | 13.94% | 0.06 CHF | 0.07 CHF | 285,619 | 50,000 | 266,727 | 50,000 | 17,826 CHF | 3,853 CHF | 100.00% | 100.00% |
14/11/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 237,035 | 50,000 | 244,323 | 50,000 | 20,325 CHF | 4,679 CHF | 99.52% | 99.52% |
13/11/2024 | 12.06% | 0.08 CHF | 0.09 CHF | 260,055 | 50,000 | 248,678 | 49,704 | 19,815 CHF | 4,469 CHF | 99.32% | 99.32% |
12/11/2024 | 12.20% | 0.08 CHF | 0.09 CHF | 261,481 | 50,000 | 244,763 | 50,000 | 19,079 CHF | 4,411 CHF | 100.00% | 100.00% |
11/11/2024 | 11.37% | 0.08 CHF | 0.09 CHF | 238,478 | 50,000 | 238,561 | 50,000 | 19,837 CHF | 4,657 CHF | 100.00% | 100.00% |
08/11/2024 | 11.01% | 0.08 CHF | 0.09 CHF | 236,706 | 50,000 | 237,527 | 50,000 | 20,452 CHF | 4,803 CHF | 100.00% | 100.00% |
07/11/2024 | 11.63% | 0.09 CHF | 0.10 CHF | 239,718 | 50,000 | 230,941 | 48,703 | 19,912 CHF | 4,706 CHF | 99.13% | 99.13% |