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 | 14.40% | 0.06 CHF | 0.07 CHF | 530,000 | 530,000 | 259,667 | 259,667 | 16,607 CHF | 19,209 CHF | 99.90% | 99.90% |
19/11/2024 | 14.90% | 0.06 CHF | 0.07 CHF | 530,000 | 530,000 | 260,457 | 260,457 | 16,345 CHF | 18,953 CHF | 100.00% | 100.00% |
18/11/2024 | 15.90% | 0.07 CHF | 0.08 CHF | 520,000 | 520,000 | 253,897 | 253,897 | 15,988 CHF | 18,531 CHF | 99.86% | 99.86% |
15/11/2024 | 16.10% | 0.05 CHF | 0.06 CHF | 530,000 | 530,000 | 261,259 | 261,259 | 14,774 CHF | 17,390 CHF | 99.99% | 99.99% |
14/11/2024 | 11.44% | 0.07 CHF | 0.08 CHF | 520,000 | 520,000 | 245,797 | 245,797 | 20,476 CHF | 22,944 CHF | 100.00% | 100.00% |
13/11/2024 | 10.59% | 0.10 CHF | 0.11 CHF | 520,000 | 520,000 | 224,505 | 224,505 | 24,048 CHF | 26,759 CHF | 100.00% | 100.00% |
12/11/2024 | 7.26% | 0.12 CHF | 0.13 CHF | 510,000 | 510,000 | 242,429 | 242,429 | 32,770 CHF | 35,202 CHF | 99.85% | 99.85% |
11/11/2024 | 6.68% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 241,100 | 241,100 | 35,705 CHF | 38,125 CHF | 100.00% | 100.00% |
08/11/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 460,000 | 460,000 | 218,070 | 218,070 | 38,136 CHF | 40,324 CHF | 99.75% | 99.75% |
07/11/2024 | 6.66% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 243,698 | 243,698 | 37,826 CHF | 40,279 CHF | 100.00% | 100.00% |