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 | 11.72% | 0.37 CHF | 0.41 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 14,650 CHF | 16,462 CHF | 100.00% | 100.00% |
19/11/2024 | 9.80% | 0.41 CHF | 0.46 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 14,135 CHF | 15,586 CHF | 99.85% | 99.85% |
18/11/2024 | 8.21% | 0.55 CHF | 0.60 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 17,539 CHF | 19,039 CHF | 100.00% | 100.00% |
15/11/2024 | 7.90% | 0.63 CHF | 0.68 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,373 CHF | 19,873 CHF | 99.93% | 99.93% |
14/11/2024 | 4.77% | 0.89 CHF | 0.94 CHF | 30,000 | 30,000 | 26,195 | 26,195 | 26,650 CHF | 27,960 CHF | 99.84% | 99.84% |
13/11/2024 | 9.80% | 1.28 CHF | 1.33 CHF | 20,000 | 20,000 | 8,922 | 8,922 | 10,567 CHF | 11,210 CHF | 98.11% | 98.11% |
12/11/2024 | 3.24% | 1.46 CHF | 1.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 30,855 CHF | 31,870 CHF | 99.85% | 99.85% |
11/11/2024 | 3.25% | 1.57 CHF | 1.62 CHF | 20,000 | 20,000 | 19,999 | 19,999 | 31,157 CHF | 32,187 CHF | 100.00% | 100.00% |
08/11/2024 | 3.54% | 1.47 CHF | 1.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,793 CHF | 28,793 CHF | 98.88% | 98.88% |
07/11/2024 | 3.52% | 1.39 CHF | 1.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,910 CHF | 28,910 CHF | 100.00% | 100.00% |