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 | 11.58% | 0.08 CHF | 0.09 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 17,932 CHF | 20,132 CHF | 100.00% | 100.00% |
19/11/2024 | 9.45% | 0.09 CHF | 0.10 CHF | 190,000 | 190,000 | 183,757 | 183,757 | 18,663 CHF | 20,500 CHF | 99.85% | 99.85% |
18/11/2024 | 10.86% | 0.12 CHF | 0.13 CHF | 210,000 | 210,000 | 218,433 | 218,433 | 19,469 CHF | 21,653 CHF | 99.95% | 99.95% |
15/11/2024 | 10.88% | 0.08 CHF | 0.09 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 16,622 CHF | 18,522 CHF | 99.99% | 99.99% |
14/11/2024 | 9.27% | 0.12 CHF | 0.13 CHF | 160,000 | 160,000 | 166,944 | 166,944 | 17,251 CHF | 18,921 CHF | 99.94% | 99.94% |
13/11/2024 | 12.00% | 0.14 CHF | 0.15 CHF | 170,000 | 170,000 | 174,820 | 174,820 | 14,443 CHF | 16,192 CHF | 99.11% | 99.11% |
12/11/2024 | 3.60% | 0.17 CHF | 0.18 CHF | 130,000 | 130,000 | 120,042 | 120,042 | 33,057 CHF | 34,259 CHF | 97.64% | 97.64% |
11/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 119,962 | 119,962 | 39,713 CHF | 40,913 CHF | 99.22% | 99.22% |
08/11/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 127,773 | 127,773 | 36,294 CHF | 37,572 CHF | 98.72% | 98.72% |
07/11/2024 | 3.27% | 0.28 CHF | 0.30 CHF | 140,000 | 140,000 | 131,241 | 131,241 | 39,502 CHF | 40,814 CHF | 99.83% | 99.83% |