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 | 10.50% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 9,044 CHF | 10,035 CHF | 100.00% | 100.00% |
19/11/2024 | 12.45% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 7,563 CHF | 8,555 CHF | 98.92% | 98.92% |
18/11/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 8,612 CHF | 9,604 CHF | 100.00% | 100.00% |
15/11/2024 | 12.46% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 7,560 CHF | 8,560 CHF | 71.75% | 71.75% |
14/11/2024 | 13.43% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 6,956 CHF | 7,947 CHF | 100.00% | 100.00% |
13/11/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 6,916 CHF | 7,907 CHF | 99.32% | 99.32% |
12/11/2024 | 11.93% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 7,945 CHF | 8,937 CHF | 100.00% | 100.00% |
11/11/2024 | 8.29% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 11,575 CHF | 12,566 CHF | 100.00% | 100.00% |
08/11/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 11,141 CHF | 12,133 CHF | 100.00% | 100.00% |
07/11/2024 | 9.02% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 10,647 CHF | 11,638 CHF | 100.00% | 100.00% |