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 | 5.71% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 54,351 | 54,351 | 9,892 CHF | 10,438 CHF | 99.90% | 99.90% |
19/11/2024 | 6.33% | 0.17 CHF | 0.18 CHF | 120,000 | 120,000 | 66,375 | 66,375 | 10,710 CHF | 11,378 CHF | 98.91% | 98.91% |
18/11/2024 | 8.76% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 76,017 | 76,017 | 8,686 CHF | 9,451 CHF | 99.59% | 99.59% |
15/11/2024 | 9.20% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 75,938 | 75,938 | 8,057 CHF | 8,822 CHF | 99.89% | 99.89% |
14/11/2024 | 11.01% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 73,875 | 73,875 | 7,000 CHF | 7,742 CHF | 98.84% | 98.84% |
13/11/2024 | 7.35% | 0.11 CHF | 0.12 CHF | 130,000 | 130,000 | 70,809 | 70,809 | 9,329 CHF | 10,040 CHF | 100.00% | 100.00% |
12/11/2024 | 10.25% | 0.13 CHF | 0.14 CHF | 110,000 | 110,000 | 59,565 | 59,565 | 7,794 CHF | 8,545 CHF | 100.00% | 100.00% |
11/11/2024 | 4.62% | 0.17 CHF | 0.18 CHF | 80,000 | 80,000 | 47,343 | 47,343 | 10,372 CHF | 10,851 CHF | 99.93% | 99.93% |
08/11/2024 | 6.89% | 0.28 CHF | 0.28 CHF | 80,000 | 80,000 | 28,908 | 28,908 | 7,991 CHF | 8,317 CHF | 99.20% | 99.20% |
07/11/2024 | 3.91% | 0.31 CHF | 0.32 CHF | 80,000 | 80,000 | 43,026 | 43,026 | 12,557 CHF | 13,017 CHF | 98.22% | 98.22% |