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 | 43.19% | 0.02 CHF | 0.04 CHF | 130,000 | 130,000 | 126,407 | 126,407 | 3,291 CHF | 5,067 CHF | 100.00% | 100.00% |
19/11/2024 | 48.59% | 0.03 CHF | 0.04 CHF | 130,000 | 130,000 | 128,316 | 128,316 | 3,114 CHF | 5,071 CHF | 100.00% | 100.00% |
18/11/2024 | 23.49% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 118,795 | 118,795 | 4,591 CHF | 5,780 CHF | 100.00% | 100.00% |
15/11/2024 | 19.85% | 0.05 CHF | 0.06 CHF | 120,000 | 120,000 | 119,277 | 119,277 | 5,532 CHF | 6,726 CHF | 100.00% | 100.00% |
14/11/2024 | 21.92% | 0.04 CHF | 0.05 CHF | 130,000 | 130,000 | 128,683 | 128,683 | 5,338 CHF | 6,626 CHF | 99.18% | 99.18% |
13/11/2024 | 21.08% | 0.04 CHF | 0.05 CHF | 130,000 | 130,000 | 125,180 | 125,180 | 5,443 CHF | 6,696 CHF | 100.00% | 100.00% |
12/11/2024 | 15.69% | 0.04 CHF | 0.05 CHF | 130,000 | 130,000 | 120,020 | 120,020 | 7,213 CHF | 8,415 CHF | 100.00% | 100.00% |
11/11/2024 | 9.00% | 0.09 CHF | 0.10 CHF | 120,000 | 120,000 | 118,793 | 118,793 | 12,869 CHF | 14,058 CHF | 100.00% | 100.00% |
08/11/2024 | 11.98% | 0.07 CHF | 0.08 CHF | 120,000 | 120,000 | 118,774 | 118,774 | 9,693 CHF | 10,882 CHF | 98.47% | 98.47% |
07/11/2024 | 6.34% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 118,793 | 118,793 | 19,136 CHF | 20,325 CHF | 100.00% | 100.00% |