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 | 28.15% | 0.02 CHF | 0.03 CHF | 270,000 | 270,000 | 261,387 | 261,387 | 8,132 CHF | 10,746 CHF | 100.00% | 100.00% |
19/11/2024 | 27.28% | 0.03 CHF | 0.04 CHF | 260,000 | 260,000 | 262,223 | 262,223 | 8,384 CHF | 11,006 CHF | 100.00% | 100.00% |
18/11/2024 | 23.62% | 0.04 CHF | 0.05 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 9,735 CHF | 12,335 CHF | 100.00% | 100.00% |
15/11/2024 | 18.26% | 0.04 CHF | 0.05 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 12,984 CHF | 15,584 CHF | 100.00% | 100.00% |
14/11/2024 | 17.53% | 0.06 CHF | 0.07 CHF | 260,000 | 260,000 | 259,884 | 259,884 | 13,601 CHF | 16,200 CHF | 100.00% | 100.00% |
13/11/2024 | 17.03% | 0.05 CHF | 0.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 13,491 CHF | 15,991 CHF | 100.00% | 100.00% |
12/11/2024 | 12.07% | 0.06 CHF | 0.07 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 14,878 CHF | 16,778 CHF | 99.85% | 99.85% |
11/11/2024 | 9.73% | 0.10 CHF | 0.11 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 22,517 CHF | 24,817 CHF | 100.00% | 100.00% |
08/11/2024 | 12.27% | 0.07 CHF | 0.08 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 13,874 CHF | 15,674 CHF | 99.20% | 99.20% |
07/11/2024 | 9.77% | 0.11 CHF | 0.12 CHF | 220,000 | 220,000 | 224,809 | 224,809 | 22,000 CHF | 24,248 CHF | 99.97% | 99.97% |