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 | 12.16% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 10,941 CHF | 12,341 CHF | 100.00% | 100.00% |
19/11/2024 | 9.66% | 0.09 CHF | 0.10 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 14,202 CHF | 15,602 CHF | 100.00% | 100.00% |
18/11/2024 | 12.74% | 0.07 CHF | 0.08 CHF | 140,000 | 140,000 | 139,864 | 139,864 | 10,346 CHF | 11,746 CHF | 99.06% | 99.06% |
15/11/2024 | 14.56% | 0.07 CHF | 0.08 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 8,941 CHF | 10,341 CHF | 100.00% | 100.00% |
14/11/2024 | 14.28% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 9,146 CHF | 10,546 CHF | 99.08% | 99.08% |
13/11/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 13,901 CHF | 15,301 CHF | 100.00% | 100.00% |
12/11/2024 | 12.99% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 10,175 CHF | 11,575 CHF | 100.00% | 100.00% |
11/11/2024 | 16.21% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 7,946 CHF | 9,346 CHF | 100.00% | 100.00% |
08/11/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 10,419 CHF | 11,819 CHF | 100.00% | 100.00% |
07/11/2024 | 12.41% | 0.07 CHF | 0.08 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 10,663 CHF | 12,063 CHF | 99.67% | 99.67% |