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 | 20.32% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 30,538 | 30,538 | 1,380 CHF | 1,687 CHF | 99.90% | 99.90% |
19/11/2024 | 25.86% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 30,508 | 30,508 | 1,049 CHF | 1,356 CHF | 100.00% | 100.00% |
18/11/2024 | 22.90% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 21,032 | 21,032 | 794 CHF | 1,005 CHF | 99.90% | 99.90% |
15/11/2024 | 25.53% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 30,539 | 30,539 | 1,123 CHF | 1,430 CHF | 99.90% | 99.90% |
14/11/2024 | 33.88% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 30,560 | 30,560 | 763 CHF | 1,070 CHF | 100.00% | 100.00% |
13/11/2024 | 31.57% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 30,525 | 30,525 | 877 CHF | 1,184 CHF | 100.00% | 100.00% |
12/11/2024 | 21.16% | 0.03 CHF | 0.04 CHF | 70,000 | 70,000 | 31,550 | 31,550 | 1,306 CHF | 1,623 CHF | 99.90% | 99.90% |
11/11/2024 | 49.04% | 0.06 CHF | 0.07 CHF | 60,000 | 60,000 | 10,792 | 10,792 | 701 CHF | 1,081 CHF | 99.88% | 99.88% |
08/11/2024 | 25.47% | 0.05 CHF | 0.06 CHF | 60,000 | 60,000 | 30,580 | 30,580 | 1,153 CHF | 1,460 CHF | 100.00% | 100.00% |
07/11/2024 | 27.04% | 0.03 CHF | 0.04 CHF | 70,000 | 70,000 | 32,668 | 32,668 | 1,073 CHF | 1,401 CHF | 99.90% | 99.90% |