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 | 22.49% | 0.07 CHF | 0.09 CHF | 460,647 | 25,000 | 424,797 | 25,000 | 34,106 CHF | 2,524 CHF | 100.00% | 100.00% |
19/11/2024 | 25.12% | 0.08 CHF | 0.10 CHF | 460,396 | 25,000 | 439,190 | 25,000 | 34,579 CHF | 2,537 CHF | 100.00% | 100.00% |
18/11/2024 | 27.38% | 0.09 CHF | 0.11 CHF | 430,997 | 25,000 | 449,242 | 23,897 | 35,703 CHF | 2,491 CHF | 100.00% | 100.00% |
15/11/2024 | 19.47% | 0.09 CHF | 0.11 CHF | 394,537 | 25,000 | 387,478 | 25,000 | 36,179 CHF | 2,841 CHF | 99.99% | 99.99% |
14/11/2024 | 19.04% | 0.09 CHF | 0.11 CHF | 396,041 | 25,000 | 373,080 | 25,000 | 36,653 CHF | 2,976 CHF | 99.52% | 99.52% |
13/11/2024 | 16.89% | 0.11 CHF | 0.13 CHF | 365,935 | 25,000 | 335,265 | 24,941 | 39,226 CHF | 3,464 CHF | 99.32% | 99.32% |
12/11/2024 | 14.38% | 0.12 CHF | 0.14 CHF | 322,344 | 25,000 | 288,378 | 25,000 | 40,494 CHF | 4,073 CHF | 100.00% | 100.00% |
11/11/2024 | 13.66% | 0.17 CHF | 0.19 CHF | 252,016 | 25,000 | 262,676 | 25,000 | 42,655 CHF | 4,656 CHF | 100.00% | 100.00% |
08/11/2024 | 12.60% | 0.16 CHF | 0.18 CHF | 271,568 | 25,000 | 268,181 | 25,000 | 42,168 CHF | 4,461 CHF | 100.00% | 100.00% |
07/11/2024 | 13.70% | 0.17 CHF | 0.19 CHF | 259,463 | 25,000 | 252,787 | 24,769 | 43,098 CHF | 4,843 CHF | 98.53% | 98.53% |