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 | 13.59% | 0.12 CHF | 0.14 CHF | 306,988 | 75,000 | 302,273 | 75,000 | 36,283 CHF | 10,350 CHF | 100.00% | 100.00% |
19/11/2024 | 11.62% | 0.13 CHF | 0.15 CHF | 286,512 | 75,000 | 261,828 | 75,000 | 37,533 CHF | 12,102 CHF | 100.00% | 100.00% |
18/11/2024 | 11.13% | 0.16 CHF | 0.18 CHF | 238,950 | 50,000 | 227,221 | 44,487 | 41,083 CHF | 8,898 CHF | 100.00% | 100.00% |
15/11/2024 | 9.12% | 0.20 CHF | 0.22 CHF | 214,343 | 50,000 | 217,720 | 50,000 | 43,151 CHF | 10,892 CHF | 99.99% | 99.99% |
14/11/2024 | 6.58% | 0.27 CHF | 0.29 CHF | 173,163 | 50,000 | 163,706 | 50,000 | 48,684 CHF | 16,019 CHF | 41.33% | 41.33% |
13/11/2024 | 6.04% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 147,762 | 48,710 | 50,812 CHF | 17,886 CHF | 22.85% | 22.85% |
12/11/2024 | 4.35% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 115,168 | 50,000 | 52,504 CHF | 23,830 CHF | 100.00% | 100.00% |
11/11/2024 | 4.31% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 114,099 | 50,000 | 52,044 CHF | 23,832 CHF | 96.53% | 96.53% |
08/11/2024 | 4.76% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 126,695 | 50,000 | 51,914 CHF | 21,506 CHF | 61.23% | 61.23% |
07/11/2024 | 5.10% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 129,823 | 49,025 | 52,196 CHF | 20,729 CHF | 93.23% | 93.23% |