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 | 18.60% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 185,048 | 185,048 | 9,037 CHF | 10,887 CHF | 100.00% | 100.00% |
19/11/2024 | 18.24% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 185,045 | 185,045 | 9,237 CHF | 11,088 CHF | 100.00% | 100.00% |
18/11/2024 | 19.84% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 185,053 | 185,053 | 8,418 CHF | 10,268 CHF | 100.00% | 100.00% |
15/11/2024 | 21.14% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 185,049 | 185,049 | 7,951 CHF | 9,801 CHF | 100.00% | 100.00% |
14/11/2024 | 27.10% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 190,170 | 190,170 | 6,102 CHF | 8,004 CHF | 99.41% | 99.41% |
13/11/2024 | 22.29% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 185,939 | 185,939 | 7,445 CHF | 9,305 CHF | 100.00% | 100.00% |
12/11/2024 | 20.94% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 184,993 | 184,993 | 7,931 CHF | 9,781 CHF | 98.86% | 100.00% |
11/11/2024 | 13.26% | 0.06 CHF | 0.07 CHF | 180,000 | 180,000 | 175,300 | 175,300 | 12,391 CHF | 14,144 CHF | 99.93% | 99.93% |
08/11/2024 | 9.91% | 0.07 CHF | 0.08 CHF | 130,000 | 130,000 | 125,888 | 125,888 | 12,225 CHF | 13,484 CHF | 99.91% | 99.91% |
07/11/2024 | 6.44% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 146,028 | 146,028 | 22,042 CHF | 23,502 CHF | 98.41% | 98.41% |