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 | 52.12% | 0.02 CHF | 0.05 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 2,602 CHF | 4,362 CHF | 100.00% | 100.00% |
19/11/2024 | 48.80% | 0.03 CHF | 0.05 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 2,775 CHF | 4,535 CHF | 99.84% | 99.84% |
18/11/2024 | 40.22% | 0.04 CHF | 0.06 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 3,546 CHF | 5,306 CHF | 100.00% | 100.00% |
15/11/2024 | 27.02% | 0.06 CHF | 0.08 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 5,659 CHF | 7,419 CHF | 100.00% | 100.00% |
14/11/2024 | 29.42% | 0.08 CHF | 0.10 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 5,249 CHF | 7,009 CHF | 100.00% | 100.00% |
13/11/2024 | 37.91% | 0.05 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 3,803 CHF | 5,563 CHF | 100.00% | 100.00% |
12/11/2024 | 25.32% | 0.05 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 6,185 CHF | 7,945 CHF | 99.85% | 99.85% |
11/11/2024 | 24.46% | 0.07 CHF | 0.09 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 6,347 CHF | 8,107 CHF | 100.00% | 100.00% |
08/11/2024 | 34.34% | 0.05 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,268 CHF | 6,028 CHF | 98.58% | 98.58% |
07/11/2024 | 28.53% | 0.07 CHF | 0.09 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 5,331 CHF | 7,091 CHF | 100.00% | 100.00% |