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 | 7.79% | 0.12 CHF | 0.13 CHF | 211,357 | 50,000 | 210,167 | 50,000 | 26,015 CHF | 6,691 CHF | 100.00% | 100.00% |
19/11/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 209,664 | 50,000 | 210,072 | 50,000 | 25,181 CHF | 6,495 CHF | 95.85% | 95.85% |
18/11/2024 | 7.76% | 0.13 CHF | 0.14 CHF | 210,472 | 50,000 | 210,772 | 50,000 | 26,174 CHF | 6,710 CHF | 99.57% | 99.57% |
15/11/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 209,443 | 50,000 | 208,844 | 50,000 | 30,759 CHF | 7,865 CHF | 100.00% | 100.00% |
14/11/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 208,028 | 50,000 | 208,018 | 50,000 | 33,033 CHF | 8,440 CHF | 99.44% | 99.44% |
13/11/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 207,171 | 50,000 | 205,990 | 49,878 | 33,871 CHF | 8,702 CHF | 94.79% | 94.79% |
12/11/2024 | 5.04% | 0.18 CHF | 0.19 CHF | 204,122 | 50,000 | 203,237 | 50,000 | 39,385 CHF | 10,191 CHF | 100.00% | 100.00% |
11/11/2024 | 4.61% | 0.20 CHF | 0.21 CHF | 201,700 | 50,000 | 200,612 | 50,000 | 42,590 CHF | 11,116 CHF | 94.79% | 94.79% |
08/11/2024 | 4.65% | 0.19 CHF | 0.20 CHF | 201,325 | 50,000 | 199,350 | 50,000 | 42,010 CHF | 11,040 CHF | 100.00% | 100.00% |
07/11/2024 | 4.07% | 0.23 CHF | 0.24 CHF | 197,259 | 50,000 | 197,327 | 48,444 | 47,514 CHF | 12,156 CHF | 99.06% | 99.06% |