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 | 16.66% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 7,835 CHF | 9,235 CHF | 100.00% | 100.00% |
19/11/2024 | 20.62% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,242 CHF | 7,642 CHF | 100.00% | 100.00% |
18/11/2024 | 13.49% | 0.07 CHF | 0.08 CHF | 140,000 | 140,000 | 139,870 | 139,870 | 9,742 CHF | 11,142 CHF | 99.05% | 99.05% |
15/11/2024 | 9.15% | 0.09 CHF | 0.10 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 14,720 CHF | 16,120 CHF | 100.00% | 100.00% |
14/11/2024 | 9.25% | 0.13 CHF | 0.14 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 14,976 CHF | 16,376 CHF | 99.08% | 99.08% |
13/11/2024 | 16.81% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 7,797 CHF | 9,197 CHF | 100.00% | 100.00% |
12/11/2024 | 9.25% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 14,809 CHF | 16,209 CHF | 100.00% | 100.00% |
11/11/2024 | 5.66% | 0.17 CHF | 0.18 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 24,083 CHF | 25,483 CHF | 100.00% | 100.00% |
08/11/2024 | 7.53% | 0.11 CHF | 0.12 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 18,113 CHF | 19,513 CHF | 100.00% | 100.00% |
07/11/2024 | 5.91% | 0.19 CHF | 0.20 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 23,187 CHF | 24,587 CHF | 99.68% | 99.68% |