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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 164,569 | 164,569 | 12,188 CHF | 13,837 CHF | 100.00% | 100.00% |
20/11/2024 | 13.47% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 164,361 | 164,361 | 11,762 CHF | 13,411 CHF | 99.90% | 99.90% |
19/11/2024 | 13.53% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 163,753 | 163,753 | 12,119 CHF | 13,772 CHF | 100.00% | 100.00% |
18/11/2024 | 14.35% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 164,503 | 164,503 | 11,416 CHF | 13,066 CHF | 99.89% | 99.89% |
15/11/2024 | 14.46% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 164,627 | 164,627 | 10,598 CHF | 12,247 CHF | 99.90% | 99.90% |
14/11/2024 | 15.38% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 163,181 | 163,181 | 10,424 CHF | 12,063 CHF | 99.36% | 99.36% |
13/11/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 310,000 | 310,000 | 172,871 | 172,871 | 9,815 CHF | 11,550 CHF | 100.00% | 100.00% |
12/11/2024 | 15.32% | 0.07 CHF | 0.08 CHF | 310,000 | 310,000 | 172,817 | 172,817 | 10,782 CHF | 12,517 CHF | 100.00% | 100.00% |
11/11/2024 | 13.07% | 0.06 CHF | 0.07 CHF | 310,000 | 310,000 | 165,702 | 165,702 | 11,763 CHF | 13,426 CHF | 99.66% | 99.66% |
08/11/2024 | 10.05% | 0.08 CHF | 0.09 CHF | 310,000 | 310,000 | 170,326 | 170,326 | 16,394 CHF | 18,104 CHF | 100.00% | 100.00% |