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 | 12.08% | 0.07 CHF | 0.08 CHF | 260,000 | 260,000 | 252,807 | 252,807 | 20,094 CHF | 22,625 CHF | 100.00% | 100.00% |
19/11/2024 | 13.33% | 0.08 CHF | 0.09 CHF | 260,000 | 260,000 | 256,631 | 256,631 | 18,378 CHF | 20,947 CHF | 100.00% | 100.00% |
18/11/2024 | 9.83% | 0.10 CHF | 0.11 CHF | 240,000 | 240,000 | 237,589 | 237,589 | 23,531 CHF | 25,909 CHF | 100.00% | 100.00% |
15/11/2024 | 9.26% | 0.11 CHF | 0.12 CHF | 240,000 | 240,000 | 238,555 | 238,555 | 25,128 CHF | 27,516 CHF | 100.00% | 100.00% |
14/11/2024 | 11.13% | 0.09 CHF | 0.10 CHF | 260,000 | 260,000 | 257,367 | 257,367 | 22,286 CHF | 24,863 CHF | 99.18% | 99.18% |
13/11/2024 | 10.43% | 0.09 CHF | 0.10 CHF | 260,000 | 260,000 | 250,349 | 250,349 | 23,288 CHF | 25,794 CHF | 100.00% | 100.00% |
12/11/2024 | 8.71% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 220,242 | 220,242 | 24,722 CHF | 26,926 CHF | 100.00% | 100.00% |
11/11/2024 | 5.38% | 0.16 CHF | 0.17 CHF | 240,000 | 240,000 | 237,585 | 237,585 | 43,917 CHF | 46,295 CHF | 100.00% | 100.00% |
08/11/2024 | 6.76% | 0.13 CHF | 0.14 CHF | 170,000 | 170,000 | 168,263 | 168,263 | 24,750 CHF | 26,435 CHF | 98.47% | 98.47% |
07/11/2024 | 4.20% | 0.28 CHF | 0.28 CHF | 230,000 | 230,000 | 227,686 | 227,686 | 54,958 CHF | 57,237 CHF | 100.00% | 100.00% |