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 | 31.09% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 64,142 | 64,142 | 1,895 CHF | 2,540 CHF | 99.90% | 99.90% |
19/11/2024 | 36.72% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 64,223 | 64,223 | 1,518 CHF | 2,163 CHF | 98.91% | 98.91% |
18/11/2024 | 39.29% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 64,099 | 64,099 | 1,328 CHF | 1,972 CHF | 99.58% | 99.58% |
15/11/2024 | 41.10% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 64,043 | 64,043 | 1,261 CHF | 1,905 CHF | 99.89% | 99.89% |
14/11/2024 | 45.03% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 62,299 | 62,299 | 1,151 CHF | 1,777 CHF | 98.89% | 98.89% |
13/11/2024 | 31.09% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 64,146 | 64,146 | 1,748 CHF | 2,392 CHF | 100.00% | 100.00% |
12/11/2024 | 44.69% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 59,656 | 59,656 | 1,516 CHF | 2,268 CHF | 99.82% | 99.82% |
11/11/2024 | 24.14% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 63,626 | 63,626 | 2,375 CHF | 3,019 CHF | 99.93% | 99.93% |
08/11/2024 | 27.52% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 42,391 | 42,391 | 2,546 CHF | 3,017 CHF | 100.00% | 100.00% |
07/11/2024 | 13.51% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 48,625 | 48,625 | 3,556 CHF | 4,060 CHF | 98.22% | 98.22% |