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 | 27.34% | 0.06 CHF | 0.08 CHF | 414,885 | 75,000 | 406,181 | 75,000 | 24,187 CHF | 5,903 CHF | 100.00% | 100.00% |
19/11/2024 | 19.91% | 0.07 CHF | 0.08 CHF | 372,965 | 75,000 | 331,196 | 75,000 | 26,067 CHF | 7,241 CHF | 100.00% | 100.00% |
18/11/2024 | 18.46% | 0.10 CHF | 0.11 CHF | 289,361 | 50,000 | 271,213 | 44,487 | 29,320 CHF | 5,711 CHF | 100.00% | 100.00% |
15/11/2024 | 14.29% | 0.13 CHF | 0.15 CHF | 252,953 | 50,000 | 255,390 | 50,000 | 31,618 CHF | 7,182 CHF | 99.99% | 99.99% |
14/11/2024 | 8.80% | 0.19 CHF | 0.21 CHF | 186,804 | 50,000 | 168,793 | 50,000 | 37,860 CHF | 12,368 CHF | 99.52% | 99.52% |
13/11/2024 | 7.60% | 0.29 CHF | 0.31 CHF | 142,755 | 50,000 | 153,155 | 49,696 | 39,609 CHF | 13,956 CHF | 97.02% | 97.02% |
12/11/2024 | 5.48% | 0.34 CHF | 0.36 CHF | 126,469 | 50,000 | 121,476 | 50,000 | 44,689 CHF | 19,438 CHF | 100.00% | 100.00% |
11/11/2024 | 5.37% | 0.37 CHF | 0.39 CHF | 118,621 | 50,000 | 119,680 | 50,000 | 43,851 CHF | 19,340 CHF | 96.53% | 96.53% |
08/11/2024 | 6.63% | 0.34 CHF | 0.36 CHF | 126,816 | 50,000 | 132,604 | 50,000 | 41,335 CHF | 16,665 CHF | 92.92% | 92.92% |
07/11/2024 | 6.94% | 0.31 CHF | 0.33 CHF | 132,066 | 50,000 | 132,460 | 48,703 | 41,377 CHF | 16,295 CHF | 99.12% | 99.12% |