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 | 54.96% | 0.04 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,066 CHF | 3,626 CHF | 100.00% | 100.00% |
19/11/2024 | 36.32% | 0.07 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,678 CHF | 5,238 CHF | 100.00% | 100.00% |
18/11/2024 | 43.93% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,773 CHF | 4,333 CHF | 99.00% | 99.00% |
15/11/2024 | 58.63% | 0.04 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,885 CHF | 3,445 CHF | 100.00% | 100.00% |
14/11/2024 | 54.08% | 0.03 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,142 CHF | 3,702 CHF | 100.00% | 100.00% |
13/11/2024 | 47.68% | 0.05 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,497 CHF | 4,057 CHF | 99.88% | 99.88% |
12/11/2024 | 73.37% | 0.03 CHF | 0.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,363 CHF | 2,923 CHF | 100.00% | 100.00% |
11/11/2024 | 67.10% | 0.02 CHF | 0.04 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 1,708 CHF | 3,268 CHF | 100.00% | 100.00% |
08/11/2024 | 43.54% | 0.05 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,815 CHF | 4,375 CHF | 100.00% | 100.00% |
07/11/2024 | 35.64% | 0.06 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,602 CHF | 5,162 CHF | 99.67% | 99.67% |