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 | 39.79% | 0.05 CHF | 0.06 CHF | 130,000 | 130,000 | 63,430 | 63,430 | 2,533 CHF | 3,537 CHF | 99.90% | 99.90% |
19/11/2024 | 27.15% | 0.05 CHF | 0.06 CHF | 130,000 | 130,000 | 63,778 | 63,778 | 2,603 CHF | 3,469 CHF | 99.85% | 99.85% |
18/11/2024 | 18.18% | 0.06 CHF | 0.07 CHF | 130,000 | 130,000 | 63,817 | 63,817 | 3,329 CHF | 3,969 CHF | 99.90% | 99.90% |
15/11/2024 | 10.12% | 0.08 CHF | 0.09 CHF | 130,000 | 130,000 | 61,414 | 61,414 | 5,575 CHF | 6,190 CHF | 100.00% | 100.00% |
14/11/2024 | 8.48% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 57,510 | 57,510 | 7,350 CHF | 7,986 CHF | 100.00% | 100.00% |
13/11/2024 | 7.73% | 0.15 CHF | 0.16 CHF | 130,000 | 130,000 | 54,708 | 54,708 | 9,583 CHF | 10,275 CHF | 100.00% | 100.00% |
12/11/2024 | 6.37% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 46,763 | 46,763 | 14,907 CHF | 15,754 CHF | 99.73% | 99.73% |
11/11/2024 | 6.90% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 46,697 | 46,697 | 15,259 CHF | 16,045 CHF | 100.00% | 100.00% |
08/11/2024 | 6.44% | 0.24 CHF | 0.25 CHF | 90,000 | 90,000 | 44,801 | 44,801 | 14,506 CHF | 15,358 CHF | 98.25% | 98.25% |
07/11/2024 | 10.80% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 41,466 | 41,466 | 11,353 CHF | 12,044 CHF | 99.14% | 99.14% |