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 | 22.38% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 5,613 CHF | 7,013 CHF | 100.00% | 100.00% |
19/11/2024 | 17.84% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 7,390 CHF | 8,790 CHF | 100.00% | 100.00% |
18/11/2024 | 24.37% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 139,870 | 139,870 | 5,084 CHF | 6,484 CHF | 99.07% | 99.07% |
15/11/2024 | 27.98% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 4,315 CHF | 5,715 CHF | 100.00% | 100.00% |
14/11/2024 | 27.15% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 4,469 CHF | 5,869 CHF | 99.08% | 99.08% |
13/11/2024 | 19.61% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,489 CHF | 7,889 CHF | 100.00% | 100.00% |
12/11/2024 | 24.33% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 5,085 CHF | 6,485 CHF | 100.00% | 100.00% |
11/11/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 4,207 CHF | 5,607 CHF | 100.00% | 100.00% |
08/11/2024 | 23.25% | 0.04 CHF | 0.05 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 5,341 CHF | 6,741 CHF | 100.00% | 100.00% |
07/11/2024 | 21.74% | 0.04 CHF | 0.05 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 5,781 CHF | 7,181 CHF | 99.67% | 99.67% |