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 | 10.29% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 70,934 | 70,934 | 6,526 CHF | 7,235 CHF | 99.95% | 99.95% |
19/11/2024 | 8.78% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 53,549 | 53,549 | 5,812 CHF | 6,348 CHF | 97.16% | 97.16% |
18/11/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,054 CHF | 6,554 CHF | 99.88% | 99.88% |
15/11/2024 | 7.86% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,118 CHF | 6,618 CHF | 100.00% | 100.00% |
14/11/2024 | 8.15% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,890 CHF | 6,390 CHF | 99.53% | 99.53% |
13/11/2024 | 8.18% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,869 CHF | 6,369 CHF | 99.95% | 99.95% |
12/11/2024 | 9.25% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 52,875 | 52,876 | 5,451 CHF | 5,980 CHF | 99.75% | 99.75% |
11/11/2024 | 9.96% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 74,700 | 74,699 | 7,143 CHF | 7,890 CHF | 99.80% | 99.80% |
08/11/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 59,702 | 59,705 | 6,039 CHF | 6,637 CHF | 99.83% | 99.83% |
07/11/2024 | 9.35% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 69,068 | 69,068 | 7,008 CHF | 7,699 CHF | 96.72% | 96.72% |