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 | 16.25% | 0.07 CHF | 0.08 CHF | 110,000 | 110,000 | 64,141 | 64,141 | 3,924 CHF | 4,568 CHF | 99.90% | 99.90% |
19/11/2024 | 18.87% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 64,223 | 64,223 | 3,266 CHF | 3,912 CHF | 98.91% | 98.91% |
18/11/2024 | 23.86% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 64,097 | 64,097 | 2,436 CHF | 3,080 CHF | 99.59% | 99.59% |
15/11/2024 | 23.82% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 64,037 | 64,037 | 2,412 CHF | 3,056 CHF | 99.89% | 99.89% |
14/11/2024 | 27.48% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 62,306 | 62,306 | 2,138 CHF | 2,763 CHF | 98.84% | 98.84% |
13/11/2024 | 18.03% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 64,147 | 64,147 | 3,257 CHF | 3,901 CHF | 100.00% | 100.00% |
12/11/2024 | 25.03% | 0.05 CHF | 0.06 CHF | 110,000 | 110,000 | 59,564 | 59,564 | 2,931 CHF | 3,682 CHF | 100.00% | 100.00% |
11/11/2024 | 11.27% | 0.07 CHF | 0.08 CHF | 110,000 | 110,000 | 63,629 | 63,629 | 5,485 CHF | 6,129 CHF | 99.93% | 99.93% |
08/11/2024 | 14.77% | 0.12 CHF | 0.13 CHF | 110,000 | 110,000 | 42,387 | 42,387 | 5,205 CHF | 5,676 CHF | 100.00% | 100.00% |
07/11/2024 | 7.35% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 48,626 | 48,626 | 6,776 CHF | 7,279 CHF | 98.22% | 98.22% |