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 | 17.85% | 0.08 CHF | 0.10 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 6,569 CHF | 7,849 CHF | 100.00% | 100.00% |
19/11/2024 | 17.76% | 0.09 CHF | 0.10 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 6,617 CHF | 7,897 CHF | 100.00% | 100.00% |
18/11/2024 | 25.34% | 0.06 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,439 CHF | 5,719 CHF | 100.00% | 100.00% |
15/11/2024 | 22.89% | 0.06 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,983 CHF | 6,263 CHF | 100.00% | 100.00% |
14/11/2024 | 16.50% | 0.10 CHF | 0.11 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 7,127 CHF | 8,407 CHF | 100.00% | 100.00% |
13/11/2024 | 38.39% | 0.09 CHF | 0.10 CHF | 80,000 | 80,000 | 39,958 | 39,958 | 3,479 CHF | 4,848 CHF | 100.00% | 100.00% |
12/11/2024 | 11.22% | 0.12 CHF | 0.14 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 10,788 CHF | 12,068 CHF | 100.00% | 100.00% |
11/11/2024 | 8.62% | 0.17 CHF | 0.19 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 14,240 CHF | 15,520 CHF | 100.00% | 100.00% |
08/11/2024 | 11.00% | 0.13 CHF | 0.15 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 11,026 CHF | 12,306 CHF | 99.20% | 99.20% |
07/11/2024 | 10.16% | 0.14 CHF | 0.15 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 12,066 CHF | 13,346 CHF | 100.00% | 100.00% |