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 | 9.70% | 0.10 CHF | 0.11 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 10,527 CHF | 11,598 CHF | 100.00% | 100.00% |
19/11/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 110,000 | 110,000 | 107,132 | 107,132 | 10,504 CHF | 11,575 CHF | 100.00% | 100.00% |
18/11/2024 | 10.45% | 0.09 CHF | 0.10 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 9,719 CHF | 10,791 CHF | 100.00% | 100.00% |
15/11/2024 | 11.96% | 0.08 CHF | 0.09 CHF | 120,000 | 120,000 | 112,641 | 112,641 | 8,881 CHF | 10,007 CHF | 100.00% | 100.00% |
14/11/2024 | 13.61% | 0.07 CHF | 0.08 CHF | 120,000 | 120,000 | 116,853 | 116,853 | 8,020 CHF | 9,188 CHF | 99.36% | 99.36% |
13/11/2024 | 12.21% | 0.07 CHF | 0.08 CHF | 120,000 | 120,000 | 115,924 | 115,924 | 8,922 CHF | 10,082 CHF | 100.00% | 100.00% |
12/11/2024 | 12.29% | 0.07 CHF | 0.08 CHF | 120,000 | 120,000 | 116,984 | 116,984 | 8,944 CHF | 10,114 CHF | 68.32% | 100.00% |
11/11/2024 | 9.54% | 0.09 CHF | 0.10 CHF | 110,000 | 110,000 | 107,131 | 107,131 | 10,701 CHF | 11,773 CHF | 99.93% | 99.93% |
08/11/2024 | 7.42% | 0.11 CHF | 0.12 CHF | 110,000 | 110,000 | 107,134 | 107,134 | 13,997 CHF | 15,069 CHF | 100.00% | 100.00% |
07/11/2024 | 4.87% | 0.21 CHF | 0.22 CHF | 110,000 | 110,000 | 107,091 | 107,091 | 21,522 CHF | 22,593 CHF | 98.53% | 98.53% |