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 | 21.23% | 0.05 CHF | 0.07 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 6,076 CHF | 7,516 CHF | 100.00% | 100.00% |
19/11/2024 | 20.47% | 0.05 CHF | 0.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 6,360 CHF | 7,800 CHF | 100.00% | 100.00% |
18/11/2024 | 22.05% | 0.05 CHF | 0.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 5,814 CHF | 7,254 CHF | 100.00% | 100.00% |
15/11/2024 | 22.59% | 0.05 CHF | 0.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 5,667 CHF | 7,107 CHF | 100.00% | 100.00% |
14/11/2024 | 20.87% | 0.05 CHF | 0.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 6,207 CHF | 7,647 CHF | 100.00% | 100.00% |
13/11/2024 | 18.13% | 0.06 CHF | 0.07 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 7,234 CHF | 8,674 CHF | 100.00% | 100.00% |
12/11/2024 | 18.96% | 0.06 CHF | 0.08 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 6,900 CHF | 8,340 CHF | 100.00% | 100.00% |
11/11/2024 | 21.90% | 0.05 CHF | 0.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 5,877 CHF | 7,317 CHF | 100.00% | 100.00% |
08/11/2024 | 20.70% | 0.05 CHF | 0.07 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 6,253 CHF | 7,693 CHF | 98.90% | 98.90% |
07/11/2024 | 23.01% | 0.05 CHF | 0.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 5,544 CHF | 6,984 CHF | 100.00% | 100.00% |