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 | 16.27% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 26,317 CHF | 10,272 CHF | 98.68% | 98.68% |
19/11/2024 | 18.34% | 0.05 CHF | 0.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 22,552 CHF | 9,017 CHF | 99.38% | 99.38% |
18/11/2024 | 20.89% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 19,480 CHF | 7,993 CHF | 99.26% | 99.26% |
15/11/2024 | 16.91% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 24,857 CHF | 9,786 CHF | 99.38% | 99.38% |
14/11/2024 | 15.63% | 0.05 CHF | 0.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 26,660 CHF | 10,387 CHF | 99.37% | 99.37% |
13/11/2024 | 13.03% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 32,372 CHF | 12,291 CHF | 99.37% | 99.37% |
12/11/2024 | 13.44% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 31,264 CHF | 11,921 CHF | 99.38% | 99.38% |
11/11/2024 | 15.27% | 0.05 CHF | 0.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 27,565 CHF | 10,688 CHF | 99.38% | 99.38% |
08/11/2024 | 10.91% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 39,288 CHF | 14,596 CHF | 99.38% | 99.38% |
07/11/2024 | 13.70% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 31,011 CHF | 11,837 CHF | 98.38% | 98.38% |