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 | 8.45% | 0.14 CHF | 0.15 CHF | 110,000 | 110,000 | 64,141 | 64,141 | 7,795 CHF | 8,440 CHF | 99.90% | 99.90% |
19/11/2024 | 9.57% | 0.11 CHF | 0.12 CHF | 110,000 | 110,000 | 64,222 | 64,222 | 6,748 CHF | 7,393 CHF | 98.91% | 98.91% |
18/11/2024 | 12.89% | 0.08 CHF | 0.09 CHF | 110,000 | 110,000 | 64,098 | 64,098 | 4,846 CHF | 5,491 CHF | 99.59% | 99.59% |
15/11/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 110,000 | 110,000 | 64,039 | 64,039 | 4,682 CHF | 5,327 CHF | 99.89% | 99.89% |
14/11/2024 | 15.33% | 0.08 CHF | 0.09 CHF | 110,000 | 110,000 | 62,306 | 62,306 | 4,122 CHF | 4,748 CHF | 98.84% | 98.84% |
13/11/2024 | 10.09% | 0.08 CHF | 0.09 CHF | 110,000 | 110,000 | 64,146 | 64,146 | 6,082 CHF | 6,726 CHF | 100.00% | 100.00% |
12/11/2024 | 14.30% | 0.10 CHF | 0.11 CHF | 110,000 | 110,000 | 59,564 | 59,564 | 5,474 CHF | 6,225 CHF | 100.00% | 100.00% |
11/11/2024 | 6.32% | 0.12 CHF | 0.13 CHF | 90,000 | 90,000 | 51,793 | 51,793 | 8,173 CHF | 8,698 CHF | 99.93% | 99.93% |
08/11/2024 | 8.90% | 0.21 CHF | 0.22 CHF | 90,000 | 90,000 | 34,856 | 34,856 | 7,409 CHF | 7,795 CHF | 99.93% | 99.93% |
07/11/2024 | 4.81% | 0.24 CHF | 0.25 CHF | 80,000 | 80,000 | 43,024 | 43,024 | 10,040 CHF | 10,497 CHF | 98.22% | 98.22% |