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 | 10.34% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 101,134 | 101,134 | 9,741 CHF | 10,755 CHF | 99.41% | 99.41% |
19/11/2024 | 11.04% | 0.08 CHF | 0.09 CHF | 220,000 | 220,000 | 100,684 | 100,684 | 8,614 CHF | 9,627 CHF | 100.00% | 100.00% |
18/11/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 220,000 | 220,000 | 100,062 | 100,062 | 12,811 CHF | 13,813 CHF | 99.85% | 99.85% |
15/11/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 220,000 | 220,000 | 100,416 | 100,416 | 11,471 CHF | 12,477 CHF | 99.71% | 99.71% |
14/11/2024 | 6.28% | 0.14 CHF | 0.15 CHF | 210,000 | 210,000 | 98,008 | 98,008 | 15,236 CHF | 16,220 CHF | 98.61% | 98.61% |
13/11/2024 | 6.91% | 0.16 CHF | 0.17 CHF | 210,000 | 210,000 | 97,922 | 97,922 | 14,466 CHF | 15,450 CHF | 100.00% | 100.00% |
12/11/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 220,000 | 220,000 | 98,696 | 98,696 | 15,210 CHF | 16,204 CHF | 99.76% | 99.76% |
11/11/2024 | 9.98% | 0.15 CHF | 0.16 CHF | 220,000 | 220,000 | 99,526 | 99,526 | 11,413 CHF | 12,416 CHF | 99.90% | 99.90% |
08/11/2024 | 15.79% | 0.07 CHF | 0.08 CHF | 220,000 | 220,000 | 103,770 | 103,770 | 6,575 CHF | 7,617 CHF | 99.06% | 99.06% |
07/11/2024 | 13.89% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 102,232 | 102,232 | 7,184 CHF | 8,211 CHF | 99.68% | 99.68% |