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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | 16.00% | 0.05 CHF | 0.06 CHF | 219,270 | 75,000 | 218,097 | 75,000 | 12,691 CHF | 5,116 CHF | 100.00% | 100.00% |
15/11/2024 | 10.39% | 0.07 CHF | 0.08 CHF | 215,977 | 75,000 | 213,144 | 75,000 | 19,626 CHF | 7,660 CHF | 100.00% | 100.00% |
14/11/2024 | 7.85% | 0.12 CHF | 0.13 CHF | 208,576 | 75,000 | 207,933 | 75,000 | 25,529 CHF | 9,959 CHF | 99.22% | 99.22% |
13/11/2024 | 7.85% | 0.13 CHF | 0.14 CHF | 205,959 | 75,000 | 206,483 | 74,159 | 25,287 CHF | 9,820 CHF | 99.36% | 99.36% |
12/11/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 202,936 | 75,000 | 201,951 | 75,000 | 30,287 CHF | 11,998 CHF | 100.00% | 100.00% |
11/11/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 199,350 | 75,000 | 198,674 | 75,000 | 33,656 CHF | 13,457 CHF | 100.00% | 100.00% |
08/11/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 199,900 | 75,000 | 200,788 | 75,000 | 29,029 CHF | 11,594 CHF | 100.00% | 100.00% |
07/11/2024 | 7.59% | 0.14 CHF | 0.15 CHF | 201,421 | 75,000 | 204,522 | 72,396 | 26,110 CHF | 10,020 CHF | 98.73% | 98.73% |
06/11/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 209,424 | 75,000 | 208,461 | 65,864 | 21,217 CHF | 7,290 CHF | 100.00% | 100.00% |
05/11/2024 | 14.67% | 0.07 CHF | 0.08 CHF | 211,737 | 75,000 | 211,993 | 75,000 | 13,475 CHF | 5,518 CHF | 100.00% | 100.00% |