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 | 11.64% | 0.14 CHF | 0.15 CHF | 221,693 | 75,000 | 228,475 | 75,000 | 30,207 CHF | 11,145 CHF | 99.00% | 99.00% |
19/11/2024 | 12.23% | 0.13 CHF | 0.15 CHF | 224,782 | 75,000 | 221,130 | 75,000 | 30,609 CHF | 11,740 CHF | 100.00% | 100.00% |
18/11/2024 | 13.79% | 0.15 CHF | 0.17 CHF | 208,352 | 75,000 | 208,370 | 63,971 | 30,007 CHF | 10,471 CHF | 100.00% | 100.00% |
15/11/2024 | 14.13% | 0.17 CHF | 0.18 CHF | 193,811 | 75,000 | 108,583 | 54,325 | 17,329 CHF | 9,655 CHF | 100.00% | 100.00% |
14/11/2024 | 17.40% | 0.15 CHF | 0.17 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 5,160 CHF | 6,143 CHF | 99.22% | 99.22% |
13/11/2024 | 16.50% | 0.14 CHF | 0.17 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 5,259 CHF | 6,198 CHF | 99.36% | 99.36% |
12/11/2024 | 16.83% | 0.13 CHF | 0.16 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 5,493 CHF | 6,501 CHF | 100.00% | 100.00% |
11/11/2024 | 13.64% | 0.19 CHF | 0.21 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 6,792 CHF | 7,787 CHF | 100.00% | 100.00% |
08/11/2024 | 8.76% | 0.18 CHF | 0.19 CHF | 183,089 | 75,000 | 180,534 | 75,000 | 32,517 CHF | 14,761 CHF | 100.00% | 100.00% |
07/11/2024 | 7.67% | 0.22 CHF | 0.23 CHF | 157,918 | 75,000 | 158,497 | 72,396 | 35,117 CHF | 17,296 CHF | 98.73% | 98.73% |