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 | 17.50% | 0.04 CHF | 0.05 CHF | 270,000 | 270,000 | 150,697 | 150,697 | 7,775 CHF | 9,285 CHF | 99.90% | 99.90% |
19/11/2024 | 20.97% | 0.04 CHF | 0.05 CHF | 270,000 | 270,000 | 150,032 | 150,032 | 6,430 CHF | 7,933 CHF | 100.00% | 100.00% |
18/11/2024 | 16.26% | 0.05 CHF | 0.06 CHF | 270,000 | 270,000 | 149,255 | 149,255 | 8,522 CHF | 10,018 CHF | 98.48% | 98.48% |
15/11/2024 | 11.76% | 0.06 CHF | 0.07 CHF | 270,000 | 270,000 | 149,873 | 149,873 | 11,902 CHF | 13,404 CHF | 99.13% | 99.13% |
14/11/2024 | 9.63% | 0.10 CHF | 0.11 CHF | 260,000 | 260,000 | 145,087 | 145,087 | 14,894 CHF | 16,351 CHF | 100.00% | 100.00% |
13/11/2024 | 11.52% | 0.08 CHF | 0.09 CHF | 270,000 | 270,000 | 149,032 | 149,032 | 12,301 CHF | 13,797 CHF | 100.00% | 100.00% |
12/11/2024 | 13.65% | 0.08 CHF | 0.09 CHF | 270,000 | 270,000 | 149,010 | 149,010 | 10,671 CHF | 12,168 CHF | 100.00% | 100.00% |
11/11/2024 | 11.34% | 0.07 CHF | 0.08 CHF | 270,000 | 270,000 | 149,033 | 149,033 | 12,659 CHF | 14,155 CHF | 100.00% | 100.00% |
08/11/2024 | 9.70% | 0.09 CHF | 0.10 CHF | 270,000 | 270,000 | 149,462 | 149,462 | 15,039 CHF | 16,540 CHF | 98.90% | 98.90% |
07/11/2024 | 10.57% | 0.11 CHF | 0.12 CHF | 270,000 | 270,000 | 149,145 | 149,145 | 13,955 CHF | 15,453 CHF | 99.64% | 99.64% |