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 | 10.03% | 0.20 CHF | 0.22 CHF | 146,206 | 50,000 | 142,709 | 50,000 | 29,884 CHF | 11,602 CHF | 100.00% | 100.00% |
19/11/2024 | 6.04% | 0.23 CHF | 0.25 CHF | 138,449 | 50,000 | 139,602 | 50,000 | 32,189 CHF | 12,264 CHF | 99.99% | 99.99% |
18/11/2024 | 6.87% | 0.23 CHF | 0.25 CHF | 139,082 | 50,000 | 141,884 | 44,429 | 30,865 CHF | 10,403 CHF | 98.96% | 98.96% |
15/11/2024 | 5.05% | 0.21 CHF | 0.22 CHF | 147,118 | 50,000 | 151,502 | 50,000 | 29,250 CHF | 10,157 CHF | 96.45% | 96.45% |
14/11/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 148,994 | 50,000 | 149,517 | 50,000 | 30,385 CHF | 10,670 CHF | 96.15% | 96.15% |
13/11/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 180,317 | 50,000 | 174,132 | 49,711 | 26,052 CHF | 7,946 CHF | 99.36% | 99.36% |
12/11/2024 | 5.94% | 0.16 CHF | 0.17 CHF | 171,872 | 50,000 | 166,256 | 50,000 | 27,224 CHF | 8,700 CHF | 100.00% | 100.00% |
11/11/2024 | 5.24% | 0.21 CHF | 0.22 CHF | 146,682 | 50,000 | 138,062 | 50,000 | 36,036 CHF | 13,826 CHF | 99.48% | 99.48% |
08/11/2024 | 6.21% | 0.30 CHF | 0.32 CHF | 130,940 | 50,000 | 131,411 | 50,000 | 40,489 CHF | 16,403 CHF | 99.49% | 99.49% |
07/11/2024 | 5.34% | 0.31 CHF | 0.33 CHF | 134,752 | 50,000 | 134,013 | 48,669 | 41,754 CHF | 16,023 CHF | 96.52% | 96.52% |