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 | 10.30% | 0.07 CHF | 0.08 CHF | 202,261 | 50,000 | 200,244 | 50,000 | 18,718 CHF | 5,176 CHF | 100.00% | 100.00% |
19/11/2024 | 11.29% | 0.10 CHF | 0.11 CHF | 199,547 | 50,000 | 200,543 | 50,000 | 17,107 CHF | 4,769 CHF | 100.00% | 100.00% |
18/11/2024 | 7.44% | 0.12 CHF | 0.13 CHF | 197,831 | 50,000 | 197,390 | 50,000 | 25,704 CHF | 7,013 CHF | 100.00% | 100.00% |
15/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 194,927 | 50,000 | 194,473 | 50,000 | 33,195 CHF | 9,036 CHF | 100.00% | 100.00% |
14/11/2024 | 7.52% | 0.17 CHF | 0.18 CHF | 194,822 | 50,000 | 198,019 | 50,000 | 26,318 CHF | 7,162 CHF | 99.44% | 99.44% |
13/11/2024 | 8.38% | 0.11 CHF | 0.12 CHF | 199,233 | 50,000 | 197,946 | 49,519 | 22,921 CHF | 6,232 CHF | 98.88% | 98.88% |
12/11/2024 | 6.96% | 0.11 CHF | 0.12 CHF | 198,247 | 50,000 | 195,746 | 50,000 | 27,223 CHF | 7,455 CHF | 100.00% | 100.00% |
11/11/2024 | 4.29% | 0.20 CHF | 0.21 CHF | 190,129 | 50,000 | 187,752 | 50,000 | 42,911 CHF | 11,931 CHF | 100.00% | 100.00% |
08/11/2024 | 4.20% | 0.21 CHF | 0.22 CHF | 187,994 | 25,000 | 185,997 | 25,000 | 43,474 CHF | 6,096 CHF | 92.76% | 92.76% |
07/11/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 144,798 | 24,740 | 51,563 CHF | 9,069 CHF | 99.06% | 99.06% |