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 | 18.13% | 0.06 CHF | 0.07 CHF | 220,000 | 220,000 | 101,086 | 101,086 | 5,374 CHF | 6,387 CHF | 99.32% | 99.32% |
19/11/2024 | 19.32% | 0.04 CHF | 0.05 CHF | 220,000 | 220,000 | 100,685 | 100,685 | 4,677 CHF | 5,690 CHF | 100.00% | 100.00% |
18/11/2024 | 12.54% | 0.07 CHF | 0.08 CHF | 220,000 | 220,000 | 100,067 | 100,067 | 7,481 CHF | 8,484 CHF | 99.85% | 99.85% |
15/11/2024 | 14.57% | 0.07 CHF | 0.08 CHF | 220,000 | 220,000 | 100,415 | 100,415 | 6,623 CHF | 7,629 CHF | 99.71% | 99.71% |
14/11/2024 | 10.00% | 0.08 CHF | 0.09 CHF | 210,000 | 210,000 | 98,019 | 98,019 | 9,329 CHF | 10,313 CHF | 98.67% | 98.67% |
13/11/2024 | 10.93% | 0.10 CHF | 0.11 CHF | 210,000 | 210,000 | 97,930 | 97,930 | 8,969 CHF | 9,953 CHF | 100.00% | 100.00% |
12/11/2024 | 10.16% | 0.09 CHF | 0.10 CHF | 220,000 | 220,000 | 98,702 | 98,702 | 9,619 CHF | 10,614 CHF | 99.76% | 99.76% |
11/11/2024 | 17.42% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 99,525 | 99,525 | 6,650 CHF | 7,653 CHF | 99.90% | 99.90% |
08/11/2024 | 29.51% | 0.04 CHF | 0.05 CHF | 220,000 | 220,000 | 103,768 | 103,768 | 3,267 CHF | 4,309 CHF | 99.06% | 99.06% |
07/11/2024 | 25.50% | 0.03 CHF | 0.04 CHF | 230,000 | 230,000 | 102,238 | 102,238 | 3,684 CHF | 4,710 CHF | 99.68% | 99.68% |