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 | 9.76% | 0.17 CHF | 0.18 CHF | 142,171 | 50,000 | 142,190 | 50,000 | 23,085 CHF | 8,948 CHF | 13.87% | 98.49% |
19/11/2024 | 9.42% | 0.13 CHF | 0.14 CHF | 158,965 | 50,000 | 158,268 | 50,000 | 22,004 CHF | 7,655 CHF | 66.52% | 66.52% |
18/11/2024 | 15.22% | 0.12 CHF | 0.13 CHF | 164,853 | 50,000 | 184,950 | 43,327 | 18,631 CHF | 5,195 CHF | 99.15% | 99.15% |
15/11/2024 | 14.27% | 0.08 CHF | 0.09 CHF | 216,508 | 50,000 | 200,686 | 50,000 | 18,089 CHF | 5,244 CHF | 99.66% | 99.66% |
14/11/2024 | 8.22% | 0.18 CHF | 0.20 CHF | 124,397 | 50,000 | 131,505 | 50,000 | 21,677 CHF | 8,955 CHF | 99.27% | 99.27% |
13/11/2024 | 10.14% | 0.17 CHF | 0.18 CHF | 131,213 | 50,000 | 141,557 | 49,375 | 20,328 CHF | 7,859 CHF | 99.40% | 99.40% |
12/11/2024 | 10.48% | 0.15 CHF | 0.16 CHF | 135,910 | 50,000 | 137,438 | 50,000 | 20,460 CHF | 8,292 CHF | 100.00% | 100.00% |
11/11/2024 | 8.90% | 0.16 CHF | 0.18 CHF | 129,337 | 50,000 | 127,215 | 50,000 | 21,291 CHF | 9,156 CHF | 100.00% | 100.00% |
08/11/2024 | 10.63% | 0.16 CHF | 0.18 CHF | 133,753 | 50,000 | 131,714 | 50,000 | 20,512 CHF | 8,663 CHF | 100.00% | 100.00% |
07/11/2024 | 9.19% | 0.14 CHF | 0.15 CHF | 142,666 | 50,000 | 147,296 | 49,373 | 20,281 CHF | 7,469 CHF | 96.09% | 96.09% |