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 | 8.43% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,718 CHF | 6,218 CHF | 99.95% | 99.95% |
19/11/2024 | 9.78% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 59,273 | 59,274 | 5,721 CHF | 6,314 CHF | 97.14% | 97.14% |
18/11/2024 | 10.92% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 6,501 CHF | 7,251 CHF | 99.88% | 99.88% |
15/11/2024 | 10.87% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,670 | 74,670 | 6,504 CHF | 7,251 CHF | 100.00% | 100.00% |
14/11/2024 | 10.39% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 71,244 | 71,244 | 6,483 CHF | 7,196 CHF | 99.53% | 99.53% |
13/11/2024 | 10.35% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 70,266 | 70,268 | 6,415 CHF | 7,118 CHF | 99.95% | 99.95% |
12/11/2024 | 9.05% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,287 CHF | 5,787 CHF | 99.75% | 99.75% |
11/11/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,989 CHF | 6,489 CHF | 99.80% | 99.80% |
08/11/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,527 CHF | 6,027 CHF | 99.84% | 99.84% |
07/11/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,663 CHF | 6,163 CHF | 96.73% | 96.73% |