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 | 8.37% | 0.10 CHF | 0.11 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 18,385 CHF | 19,985 CHF | 100.00% | 100.00% |
19/11/2024 | 11.20% | 0.09 CHF | 0.10 CHF | 160,000 | 160,000 | 159,994 | 159,994 | 13,506 CHF | 15,106 CHF | 99.78% | 99.78% |
18/11/2024 | 9.23% | 0.10 CHF | 0.11 CHF | 170,000 | 170,000 | 164,829 | 164,829 | 17,048 CHF | 18,696 CHF | 100.00% | 100.00% |
15/11/2024 | 11.10% | 0.08 CHF | 0.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 15,351 CHF | 17,151 CHF | 100.00% | 100.00% |
14/11/2024 | 12.07% | 0.09 CHF | 0.10 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 14,833 CHF | 16,733 CHF | 100.00% | 100.00% |
13/11/2024 | 12.21% | 0.07 CHF | 0.08 CHF | 180,000 | 180,000 | 180,210 | 180,210 | 13,891 CHF | 15,694 CHF | 100.00% | 100.00% |
12/11/2024 | 10.13% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 140,113 | 140,113 | 13,312 CHF | 14,714 CHF | 99.99% | 99.99% |
11/11/2024 | 5.82% | 0.15 CHF | 0.16 CHF | 140,000 | 140,000 | 130,837 | 130,837 | 21,844 CHF | 23,153 CHF | 100.00% | 100.00% |
08/11/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 21,037 CHF | 22,337 CHF | 99.94% | 99.94% |
07/11/2024 | 6.51% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 22,545 CHF | 24,045 CHF | 99.95% | 99.95% |