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 | 17.34% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 2,655 CHF | 3,155 CHF | 99.97% | 99.97% |
19/11/2024 | 18.58% | 0.05 CHF | 0.06 CHF | 50,000 | 50,000 | 52,210 | 52,209 | 2,546 CHF | 3,068 CHF | 99.80% | 99.80% |
18/11/2024 | 18.68% | 0.05 CHF | 0.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 2,436 CHF | 2,936 CHF | 99.89% | 99.89% |
15/11/2024 | 15.04% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,085 CHF | 3,585 CHF | 100.00% | 100.00% |
14/11/2024 | 15.24% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 47,727 | 47,727 | 2,887 CHF | 3,364 CHF | 99.64% | 99.64% |
13/11/2024 | 9.82% | 0.11 CHF | 0.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,432 CHF | 2,682 CHF | 99.93% | 99.93% |
12/11/2024 | 10.74% | 0.09 CHF | 0.10 CHF | 25,000 | 25,000 | 25,040 | 25,040 | 2,217 CHF | 2,467 CHF | 99.80% | 99.80% |
11/11/2024 | 17.49% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 56,691 | 56,691 | 2,965 CHF | 3,532 CHF | 99.81% | 99.81% |
08/11/2024 | 19.32% | 0.05 CHF | 0.06 CHF | 75,000 | 75,000 | 59,002 | 59,002 | 2,745 CHF | 3,335 CHF | 99.88% | 99.88% |
07/11/2024 | 18.15% | 0.05 CHF | 0.06 CHF | 50,000 | 50,000 | 59,453 | 59,453 | 2,954 CHF | 3,549 CHF | 99.91% | 99.91% |