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 | 15.94% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 152,218 | 152,218 | 8,832 CHF | 10,354 CHF | 99.43% | 99.43% |
19/11/2024 | 24.40% | 0.04 CHF | 0.05 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 5,787 CHF | 7,387 CHF | 100.00% | 100.00% |
18/11/2024 | 16.11% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 151,477 | 151,477 | 8,725 CHF | 10,240 CHF | 99.87% | 99.87% |
15/11/2024 | 14.66% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 9,505 CHF | 11,005 CHF | 100.00% | 100.00% |
14/11/2024 | 14.84% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 9,374 CHF | 10,874 CHF | 98.68% | 98.68% |
13/11/2024 | 15.59% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 8,885 CHF | 10,385 CHF | 100.00% | 100.00% |
12/11/2024 | 12.73% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 11,060 CHF | 12,560 CHF | 99.88% | 99.88% |
11/11/2024 | 9.63% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 14,845 CHF | 16,345 CHF | 100.00% | 100.00% |
08/11/2024 | 10.00% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 13,309 CHF | 14,709 CHF | 98.31% | 98.31% |
07/11/2024 | 8.25% | 0.11 CHF | 0.12 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 16,274 CHF | 17,674 CHF | 100.00% | 100.00% |