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 | 14.07% | 0.30 CHF | 0.35 CHF | 119,400 | 50,000 | 112,172 | 50,000 | 39,338 CHF | 20,203 CHF | 100.00% | 100.00% |
19/11/2024 | 8.64% | 0.32 CHF | 0.35 CHF | 118,083 | 50,000 | 114,250 | 50,000 | 39,809 CHF | 19,002 CHF | 100.00% | 100.00% |
18/11/2024 | 9.20% | 0.28 CHF | 0.30 CHF | 125,004 | 50,000 | 126,394 | 44,486 | 34,958 CHF | 13,465 CHF | 100.00% | 100.00% |
15/11/2024 | 7.26% | 0.28 CHF | 0.31 CHF | 126,431 | 50,000 | 127,136 | 50,000 | 36,056 CHF | 15,251 CHF | 100.00% | 100.00% |
14/11/2024 | 7.30% | 0.29 CHF | 0.31 CHF | 127,481 | 50,000 | 129,472 | 50,000 | 36,655 CHF | 15,233 CHF | 99.27% | 99.27% |
13/11/2024 | 8.22% | 0.27 CHF | 0.29 CHF | 132,657 | 50,000 | 137,476 | 49,435 | 34,165 CHF | 13,336 CHF | 99.40% | 99.40% |
12/11/2024 | 6.98% | 0.29 CHF | 0.31 CHF | 129,542 | 50,000 | 128,588 | 50,000 | 37,541 CHF | 15,659 CHF | 100.00% | 100.00% |
11/11/2024 | 7.63% | 0.27 CHF | 0.29 CHF | 135,114 | 50,000 | 136,996 | 50,000 | 36,201 CHF | 14,265 CHF | 100.00% | 100.00% |
08/11/2024 | 9.47% | 0.25 CHF | 0.27 CHF | 142,797 | 50,000 | 157,997 | 50,000 | 32,667 CHF | 11,420 CHF | 100.00% | 100.00% |
07/11/2024 | 10.43% | 0.18 CHF | 0.21 CHF | 166,280 | 50,000 | 160,263 | 48,722 | 32,248 CHF | 10,868 CHF | 98.89% | 98.89% |