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 | 10.40% | 0.09 CHF | 0.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,319 CHF | 2,569 CHF | 99.96% | 99.96% |
19/11/2024 | 10.06% | 0.10 CHF | 0.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,375 CHF | 2,625 CHF | 99.82% | 99.82% |
18/11/2024 | 9.32% | 0.10 CHF | 0.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,579 CHF | 2,829 CHF | 99.89% | 99.89% |
15/11/2024 | 8.21% | 0.13 CHF | 0.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,926 CHF | 3,176 CHF | 100.00% | 100.00% |
14/11/2024 | 9.23% | 0.11 CHF | 0.12 CHF | 25,000 | 25,000 | 25,020 | 25,020 | 2,604 CHF | 2,854 CHF | 99.66% | 99.66% |
13/11/2024 | 11.79% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 42,125 | 42,125 | 3,334 CHF | 3,755 CHF | 99.93% | 99.93% |
12/11/2024 | 10.82% | 0.08 CHF | 0.09 CHF | 25,000 | 25,000 | 25,261 | 25,261 | 2,212 CHF | 2,465 CHF | 99.77% | 99.77% |
11/11/2024 | 7.58% | 0.12 CHF | 0.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,180 CHF | 3,430 CHF | 99.82% | 99.82% |
08/11/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,055 CHF | 3,305 CHF | 99.81% | 99.81% |
07/11/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 25,000 | 25,000 | 25,035 | 25,035 | 2,749 CHF | 3,000 CHF | 99.89% | 99.89% |