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 | 12.95% | 0.18 CHF | 0.20 CHF | 176,460 | 25,000 | 182,203 | 25,000 | 31,135 CHF | 4,869 CHF | 100.00% | 100.00% |
19/11/2024 | 20.06% | 0.12 CHF | 0.14 CHF | 236,901 | 25,000 | 257,670 | 25,000 | 27,038 CHF | 3,216 CHF | 100.00% | 100.00% |
18/11/2024 | 22.57% | 0.12 CHF | 0.15 CHF | 233,200 | 25,000 | 237,631 | 21,692 | 27,578 CHF | 3,122 CHF | 100.00% | 100.00% |
15/11/2024 | 18.31% | 0.12 CHF | 0.15 CHF | 235,185 | 25,000 | 221,764 | 25,000 | 28,592 CHF | 3,876 CHF | 94.51% | 94.51% |
14/11/2024 | 16.51% | 0.14 CHF | 0.17 CHF | 206,440 | 25,000 | 211,120 | 25,000 | 30,109 CHF | 4,209 CHF | 99.22% | 99.22% |
13/11/2024 | 19.56% | 0.12 CHF | 0.14 CHF | 240,740 | 25,000 | 245,475 | 24,774 | 27,862 CHF | 3,419 CHF | 99.36% | 99.36% |
12/11/2024 | 19.22% | 0.11 CHF | 0.14 CHF | 242,217 | 25,000 | 216,160 | 25,000 | 28,490 CHF | 4,003 CHF | 100.00% | 100.00% |
11/11/2024 | 16.24% | 0.15 CHF | 0.17 CHF | 202,620 | 25,000 | 202,503 | 25,000 | 30,556 CHF | 4,442 CHF | 100.00% | 100.00% |
08/11/2024 | 15.01% | 0.15 CHF | 0.18 CHF | 196,938 | 25,000 | 197,775 | 25,000 | 30,943 CHF | 4,547 CHF | 100.00% | 100.00% |
07/11/2024 | 15.19% | 0.17 CHF | 0.19 CHF | 185,396 | 25,000 | 190,296 | 24,219 | 31,315 CHF | 4,638 CHF | 98.73% | 98.73% |