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 | 7.21% | 0.13 CHF | 0.14 CHF | 109,456 | 50,000 | 109,466 | 50,000 | 14,650 CHF | 7,192 CHF | 100.00% | 100.00% |
19/11/2024 | 9.84% | 0.10 CHF | 0.11 CHF | 111,120 | 50,000 | 111,694 | 50,000 | 10,851 CHF | 5,359 CHF | 70.65% | 70.65% |
18/11/2024 | 8.52% | 0.11 CHF | 0.12 CHF | 111,523 | 50,000 | 111,147 | 50,000 | 12,518 CHF | 6,132 CHF | 99.64% | 99.64% |
15/11/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 111,265 | 50,000 | 111,105 | 50,000 | 12,966 CHF | 6,336 CHF | 100.00% | 100.00% |
14/11/2024 | 6.62% | 0.15 CHF | 0.16 CHF | 109,011 | 50,000 | 109,087 | 50,000 | 15,955 CHF | 7,814 CHF | 99.44% | 99.44% |
13/11/2024 | 6.50% | 0.15 CHF | 0.16 CHF | 108,146 | 50,000 | 108,128 | 49,819 | 16,320 CHF | 8,023 CHF | 98.88% | 98.88% |
12/11/2024 | 5.47% | 0.17 CHF | 0.18 CHF | 107,168 | 50,000 | 106,351 | 50,000 | 18,938 CHF | 9,404 CHF | 97.96% | 97.96% |
11/11/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 104,524 | 50,000 | 104,189 | 50,000 | 21,652 CHF | 10,892 CHF | 77.73% | 77.73% |
08/11/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 103,507 | 50,000 | 102,731 | 50,000 | 22,332 CHF | 11,370 CHF | 88.69% | 88.69% |
07/11/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 102,313 | 50,000 | 102,545 | 48,703 | 23,302 CHF | 11,576 CHF | 99.06% | 99.06% |