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 | 9.49% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 214,266 | 214,266 | 21,534 CHF | 23,676 CHF | 100.00% | 100.00% |
19/11/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 214,263 | 214,263 | 21,025 CHF | 23,167 CHF | 100.00% | 100.00% |
18/11/2024 | 10.42% | 0.09 CHF | 0.10 CHF | 220,000 | 220,000 | 214,272 | 214,272 | 19,503 CHF | 21,646 CHF | 100.00% | 100.00% |
15/11/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 230,000 | 230,000 | 219,777 | 219,777 | 17,599 CHF | 19,797 CHF | 100.00% | 100.00% |
14/11/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 223,968 | 223,968 | 15,650 CHF | 17,889 CHF | 99.36% | 99.36% |
13/11/2024 | 12.08% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 223,062 | 223,062 | 17,368 CHF | 19,599 CHF | 100.00% | 100.00% |
12/11/2024 | 12.18% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 226,012 | 226,012 | 17,438 CHF | 19,698 CHF | 68.32% | 100.00% |
11/11/2024 | 9.54% | 0.09 CHF | 0.10 CHF | 220,000 | 220,000 | 214,263 | 214,263 | 21,400 CHF | 23,543 CHF | 99.93% | 99.93% |
08/11/2024 | 7.68% | 0.11 CHF | 0.12 CHF | 190,000 | 190,000 | 176,817 | 176,817 | 22,232 CHF | 24,000 CHF | 100.00% | 100.00% |
07/11/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 210,000 | 210,000 | 204,446 | 204,446 | 38,193 CHF | 40,237 CHF | 98.53% | 98.53% |