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 | 8.86% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 90,032 | 90,034 | 9,707 CHF | 10,607 CHF | 99.97% | 99.97% |
19/11/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 125,000 | 125,000 | 129,737 | 129,738 | 8,718 CHF | 10,016 CHF | 99.85% | 99.85% |
18/11/2024 | 10.96% | 0.07 CHF | 0.08 CHF | 125,000 | 125,000 | 105,771 | 105,766 | 9,162 CHF | 10,219 CHF | 99.91% | 99.91% |
15/11/2024 | 9.62% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,150 | 100,152 | 10,002 CHF | 11,004 CHF | 100.00% | 100.00% |
14/11/2024 | 11.81% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 115,629 | 115,628 | 9,206 CHF | 10,362 CHF | 99.52% | 99.52% |
13/11/2024 | 18.51% | 0.05 CHF | 0.06 CHF | 175,000 | 175,000 | 176,822 | 176,820 | 8,687 CHF | 10,456 CHF | 99.95% | 99.95% |
12/11/2024 | 13.72% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 130,805 | 130,806 | 8,921 CHF | 10,229 CHF | 99.80% | 99.80% |
11/11/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 123,640 | 123,640 | 10,120 CHF | 11,357 CHF | 99.78% | 99.78% |
08/11/2024 | 12.58% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,789 | 125,788 | 9,389 CHF | 10,646 CHF | 99.88% | 99.88% |
07/11/2024 | 10.34% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 111,511 | 111,512 | 10,210 CHF | 11,325 CHF | 99.90% | 99.90% |