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 | 20.86% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 213,408 | 213,407 | 9,166 CHF | 11,300 CHF | 99.96% | 99.96% |
19/11/2024 | 12.17% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 132,167 | 132,170 | 10,270 CHF | 11,592 CHF | 99.85% | 99.85% |
18/11/2024 | 15.47% | 0.07 CHF | 0.08 CHF | 125,000 | 125,000 | 160,668 | 160,673 | 9,586 CHF | 11,193 CHF | 99.89% | 99.89% |
15/11/2024 | 15.32% | 0.05 CHF | 0.06 CHF | 175,000 | 175,000 | 164,203 | 164,203 | 9,919 CHF | 11,561 CHF | 100.00% | 100.00% |
14/11/2024 | 11.99% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 132,073 | 132,069 | 10,365 CHF | 11,685 CHF | 99.66% | 99.66% |
13/11/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 99,213 | 99,213 | 13,091 CHF | 14,084 CHF | 99.96% | 99.96% |
12/11/2024 | 9.71% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 117,234 | 117,234 | 11,495 CHF | 12,667 CHF | 99.77% | 99.77% |
11/11/2024 | 10.52% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 124,827 | 124,826 | 11,295 CHF | 12,544 CHF | 99.78% | 99.78% |
08/11/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,450 | 100,452 | 10,998 CHF | 12,003 CHF | 99.83% | 99.83% |
07/11/2024 | 9.95% | 0.10 CHF | 0.11 CHF | 125,000 | 125,000 | 122,644 | 122,644 | 11,744 CHF | 12,971 CHF | 99.90% | 99.90% |