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 | 9.11% | 0.10 CHF | 0.11 CHF | 109,727 | 50,000 | 109,357 | 50,000 | 11,476 CHF | 5,747 CHF | 100.00% | 100.00% |
19/11/2024 | 14.09% | 0.07 CHF | 0.08 CHF | 111,248 | 50,000 | 111,827 | 50,000 | 7,475 CHF | 3,844 CHF | 99.94% | 99.94% |
18/11/2024 | 11.42% | 0.08 CHF | 0.09 CHF | 110,927 | 50,000 | 111,054 | 50,000 | 9,204 CHF | 4,645 CHF | 99.64% | 99.64% |
15/11/2024 | 10.81% | 0.08 CHF | 0.09 CHF | 111,367 | 50,000 | 111,110 | 50,000 | 9,776 CHF | 4,901 CHF | 93.97% | 93.97% |
14/11/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 109,249 | 50,000 | 109,109 | 50,000 | 12,888 CHF | 6,407 CHF | 99.44% | 99.44% |
13/11/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 108,139 | 50,000 | 108,177 | 49,819 | 13,391 CHF | 6,668 CHF | 98.88% | 98.88% |
12/11/2024 | 6.46% | 0.14 CHF | 0.15 CHF | 106,844 | 50,000 | 106,037 | 50,000 | 15,900 CHF | 7,998 CHF | 97.96% | 97.96% |
11/11/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 104,575 | 50,000 | 104,212 | 50,000 | 18,648 CHF | 9,449 CHF | 77.73% | 77.73% |
08/11/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 103,665 | 50,000 | 102,857 | 50,000 | 19,337 CHF | 9,901 CHF | 88.69% | 88.69% |
07/11/2024 | 5.06% | 0.19 CHF | 0.20 CHF | 102,504 | 50,000 | 102,623 | 48,703 | 20,355 CHF | 10,160 CHF | 99.06% | 99.06% |