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 | 30.85% | 0.15 CHF | 0.20 CHF | 123,124 | 25,000 | 126,645 | 25,000 | 17,691 CHF | 4,774 CHF | 100.00% | 100.00% |
19/11/2024 | 31.19% | 0.08 CHF | 0.10 CHF | 193,222 | 25,000 | 215,059 | 25,000 | 13,858 CHF | 2,216 CHF | 100.00% | 100.00% |
18/11/2024 | 31.48% | 0.08 CHF | 0.11 CHF | 179,437 | 25,000 | 186,755 | 21,692 | 14,814 CHF | 2,327 CHF | 100.00% | 100.00% |
15/11/2024 | 22.93% | 0.09 CHF | 0.12 CHF | 181,226 | 25,000 | 170,876 | 25,000 | 16,712 CHF | 3,080 CHF | 94.51% | 94.51% |
14/11/2024 | 19.90% | 0.12 CHF | 0.14 CHF | 156,503 | 25,000 | 156,956 | 25,000 | 18,239 CHF | 3,552 CHF | 99.20% | 99.20% |
13/11/2024 | 26.96% | 0.09 CHF | 0.11 CHF | 193,110 | 25,000 | 198,936 | 24,774 | 16,038 CHF | 2,619 CHF | 99.36% | 99.36% |
12/11/2024 | 22.12% | 0.08 CHF | 0.10 CHF | 200,088 | 25,000 | 167,561 | 25,000 | 17,563 CHF | 3,279 CHF | 100.00% | 100.00% |
11/11/2024 | 18.31% | 0.13 CHF | 0.15 CHF | 151,275 | 25,000 | 151,193 | 25,000 | 19,896 CHF | 3,959 CHF | 100.00% | 100.00% |
08/11/2024 | 17.62% | 0.13 CHF | 0.16 CHF | 148,888 | 25,000 | 146,797 | 25,000 | 20,439 CHF | 4,155 CHF | 100.00% | 100.00% |
07/11/2024 | 17.32% | 0.16 CHF | 0.18 CHF | 135,765 | 25,000 | 141,663 | 24,219 | 21,359 CHF | 4,349 CHF | 98.73% | 98.73% |