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 | 29.59% | 0.10 CHF | 0.13 CHF | 185,288 | 75,000 | 187,643 | 75,000 | 18,790 CHF | 10,187 CHF | 100.00% | 100.00% |
19/11/2024 | 11.37% | 0.12 CHF | 0.14 CHF | 173,319 | 75,000 | 155,412 | 75,000 | 23,209 CHF | 12,632 CHF | 100.00% | 100.00% |
18/11/2024 | 9.75% | 0.18 CHF | 0.20 CHF | 136,067 | 50,000 | 133,413 | 43,766 | 29,338 CHF | 10,400 CHF | 88.43% | 88.43% |
15/11/2024 | 7.23% | 0.26 CHF | 0.28 CHF | 132,354 | 50,000 | 133,406 | 50,000 | 33,911 CHF | 13,719 CHF | 99.99% | 99.99% |
14/11/2024 | 4.64% | 0.37 CHF | 0.39 CHF | 106,836 | 50,000 | 100,014 | 50,000 | 43,666 CHF | 22,998 CHF | 99.52% | 99.52% |
13/11/2024 | 4.45% | 0.49 CHF | 0.51 CHF | 94,189 | 50,000 | 95,754 | 49,591 | 45,322 CHF | 24,603 CHF | 72.07% | 72.07% |
12/11/2024 | 4.39% | 0.63 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,496 CHF | 34,935 CHF | 72.74% | 72.74% |
11/11/2024 | 4.54% | 0.67 CHF | 0.70 CHF | 80,000 | 50,000 | 80,028 | 50,000 | 53,440 CHF | 34,939 CHF | 96.53% | 96.53% |
08/11/2024 | 5.21% | 0.63 CHF | 0.66 CHF | 84,603 | 50,000 | 86,757 | 50,000 | 50,449 CHF | 30,640 CHF | 84.58% | 84.58% |
07/11/2024 | 5.24% | 0.59 CHF | 0.62 CHF | 87,272 | 50,000 | 87,091 | 48,703 | 51,118 CHF | 30,110 CHF | 99.12% | 99.12% |