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 | 6.28% | 0.15 CHF | 0.16 CHF | 109,727 | 50,000 | 109,341 | 50,000 | 16,876 CHF | 8,217 CHF | 100.00% | 100.00% |
19/11/2024 | 8.30% | 0.12 CHF | 0.13 CHF | 111,248 | 50,000 | 111,783 | 50,000 | 12,964 CHF | 6,300 CHF | 99.94% | 99.94% |
18/11/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 110,927 | 50,000 | 111,054 | 50,000 | 14,757 CHF | 7,145 CHF | 99.64% | 99.64% |
15/11/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 111,367 | 50,000 | 111,110 | 50,000 | 15,332 CHF | 7,401 CHF | 93.97% | 93.97% |
14/11/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 109,249 | 50,000 | 109,081 | 50,000 | 18,254 CHF | 8,868 CHF | 99.44% | 99.44% |
13/11/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 108,110 | 50,000 | 108,111 | 49,819 | 18,624 CHF | 9,083 CHF | 98.88% | 98.88% |
12/11/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 106,674 | 50,000 | 106,309 | 50,000 | 21,142 CHF | 10,444 CHF | 97.96% | 97.96% |
11/11/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 104,524 | 50,000 | 104,189 | 50,000 | 23,736 CHF | 11,892 CHF | 77.73% | 77.73% |
08/11/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 103,752 | 50,000 | 102,928 | 50,000 | 24,449 CHF | 12,378 CHF | 88.69% | 88.69% |
07/11/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 102,313 | 50,000 | 102,546 | 48,703 | 25,376 CHF | 12,550 CHF | 99.06% | 99.06% |