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 | 12.50% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,765 CHF | 4,265 CHF | 99.96% | 99.96% |
19/11/2024 | 12.86% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 51,044 | 51,043 | 3,734 CHF | 4,244 CHF | 99.82% | 99.82% |
18/11/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,994 CHF | 4,494 CHF | 99.88% | 99.88% |
15/11/2024 | 11.68% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,034 CHF | 4,534 CHF | 100.00% | 100.00% |
14/11/2024 | 12.65% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 53,575 | 53,575 | 3,953 CHF | 4,488 CHF | 99.65% | 99.65% |
13/11/2024 | 15.49% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 4,476 CHF | 5,226 CHF | 99.93% | 99.93% |
12/11/2024 | 14.30% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 67,171 | 67,172 | 4,341 CHF | 5,012 CHF | 99.78% | 99.78% |
11/11/2024 | 11.64% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,049 CHF | 4,549 CHF | 99.82% | 99.82% |
08/11/2024 | 11.85% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,975 CHF | 4,475 CHF | 99.81% | 99.81% |
07/11/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 50,298 | 50,296 | 3,529 CHF | 4,031 CHF | 99.90% | 99.90% |