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 | 14.58% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 6,839 CHF | 7,911 CHF | 100.00% | 100.00% |
19/11/2024 | 14.80% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 107,132 | 107,132 | 6,710 CHF | 7,782 CHF | 100.00% | 100.00% |
18/11/2024 | 17.35% | 0.05 CHF | 0.06 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 5,644 CHF | 6,715 CHF | 100.00% | 100.00% |
15/11/2024 | 21.13% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 112,644 | 112,644 | 4,809 CHF | 5,935 CHF | 100.00% | 100.00% |
14/11/2024 | 25.90% | 0.03 CHF | 0.04 CHF | 120,000 | 120,000 | 116,853 | 116,853 | 3,953 CHF | 5,121 CHF | 99.36% | 99.36% |
13/11/2024 | 20.78% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 115,925 | 115,925 | 5,034 CHF | 6,194 CHF | 100.00% | 100.00% |
12/11/2024 | 21.15% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 116,994 | 116,994 | 4,963 CHF | 6,133 CHF | 68.32% | 100.00% |
11/11/2024 | 13.08% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 107,131 | 107,131 | 7,686 CHF | 8,758 CHF | 99.93% | 99.93% |
08/11/2024 | 8.65% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 97,247 | 97,247 | 10,976 CHF | 11,948 CHF | 100.00% | 100.00% |
07/11/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 110,000 | 110,000 | 107,091 | 107,091 | 23,212 CHF | 24,283 CHF | 98.53% | 98.53% |