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 | 11.84% | 0.27 CHF | 0.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,343 CHF | 16,143 CHF | 100.00% | 100.00% |
19/11/2024 | 8.62% | 0.33 CHF | 0.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 20,074 CHF | 21,874 CHF | 100.00% | 100.00% |
18/11/2024 | 9.24% | 0.28 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 18,594 CHF | 20,394 CHF | 98.99% | 98.99% |
15/11/2024 | 11.46% | 0.29 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,856 CHF | 16,656 CHF | 100.00% | 100.00% |
14/11/2024 | 11.54% | 0.21 CHF | 0.24 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,324 CHF | 16,073 CHF | 100.00% | 100.00% |
13/11/2024 | 10.73% | 0.28 CHF | 0.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,895 CHF | 17,695 CHF | 99.88% | 99.88% |
12/11/2024 | 13.46% | 0.20 CHF | 0.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,818 CHF | 12,378 CHF | 100.00% | 100.00% |
11/11/2024 | 13.18% | 0.16 CHF | 0.18 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 11,237 CHF | 12,797 CHF | 100.00% | 100.00% |
08/11/2024 | 11.18% | 0.25 CHF | 0.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,215 CHF | 17,015 CHF | 100.00% | 100.00% |
07/11/2024 | 10.31% | 0.27 CHF | 0.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 16,562 CHF | 18,362 CHF | 99.67% | 99.67% |