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 | 25.62% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 58,436 | 58,436 | 2,394 CHF | 3,095 CHF | 100.00% | 100.00% |
19/11/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 58,435 | 58,435 | 2,470 CHF | 3,171 CHF | 100.00% | 100.00% |
18/11/2024 | 26.16% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 58,438 | 58,438 | 2,330 CHF | 3,031 CHF | 100.00% | 100.00% |
15/11/2024 | 30.46% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 58,436 | 58,436 | 1,971 CHF | 2,672 CHF | 100.00% | 100.00% |
14/11/2024 | 34.85% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 58,426 | 58,426 | 1,664 CHF | 2,365 CHF | 99.36% | 99.36% |
13/11/2024 | 31.50% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 58,437 | 58,437 | 1,877 CHF | 2,578 CHF | 100.00% | 100.00% |
12/11/2024 | 30.37% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 59,452 | 59,452 | 2,002 CHF | 2,715 CHF | 68.32% | 100.00% |
11/11/2024 | 23.79% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 58,435 | 58,435 | 2,599 CHF | 3,300 CHF | 99.93% | 99.93% |
08/11/2024 | 18.01% | 0.05 CHF | 0.06 CHF | 60,000 | 60,000 | 58,437 | 58,437 | 3,587 CHF | 4,288 CHF | 100.00% | 100.00% |
07/11/2024 | 10.99% | 0.11 CHF | 0.12 CHF | 60,000 | 60,000 | 58,413 | 58,413 | 6,056 CHF | 6,757 CHF | 98.53% | 98.53% |