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 | 14.46% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,221 CHF | 3,721 CHF | 99.96% | 99.96% |
19/11/2024 | 14.18% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,286 CHF | 3,786 CHF | 99.85% | 99.85% |
18/11/2024 | 13.04% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,596 CHF | 4,096 CHF | 99.88% | 99.88% |
15/11/2024 | 13.27% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,522 CHF | 4,022 CHF | 100.00% | 100.00% |
14/11/2024 | 12.30% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,835 CHF | 4,335 CHF | 99.65% | 99.65% |
13/11/2024 | 9.93% | 0.09 CHF | 0.10 CHF | 25,000 | 25,000 | 38,595 | 38,596 | 3,677 CHF | 4,063 CHF | 99.93% | 99.93% |
12/11/2024 | 10.28% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 49,739 | 49,740 | 4,597 CHF | 5,095 CHF | 99.76% | 99.76% |
11/11/2024 | 11.87% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,967 CHF | 4,467 CHF | 99.82% | 99.82% |
08/11/2024 | 11.26% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,208 CHF | 4,708 CHF | 99.81% | 99.81% |
07/11/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 49,704 | 49,704 | 4,946 CHF | 5,443 CHF | 99.91% | 99.91% |