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 | 13.29% | 0.15 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,087 CHF | 12,647 CHF | 100.00% | 100.00% |
19/11/2024 | 14.09% | 0.20 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,406 CHF | 11,972 CHF | 100.00% | 100.00% |
18/11/2024 | 11.96% | 0.25 CHF | 0.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,755 CHF | 15,504 CHF | 98.95% | 98.95% |
15/11/2024 | 11.19% | 0.18 CHF | 0.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,005 CHF | 16,773 CHF | 100.00% | 100.00% |
14/11/2024 | 8.12% | 0.38 CHF | 0.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,278 CHF | 23,078 CHF | 100.00% | 100.00% |
13/11/2024 | 8.11% | 0.35 CHF | 0.38 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,363 CHF | 23,163 CHF | 99.88% | 99.88% |
12/11/2024 | 6.19% | 0.42 CHF | 0.45 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 28,218 CHF | 30,018 CHF | 100.00% | 100.00% |
11/11/2024 | 5.15% | 0.56 CHF | 0.59 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 34,105 CHF | 35,905 CHF | 100.00% | 100.00% |
08/11/2024 | 6.17% | 0.48 CHF | 0.51 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 28,378 CHF | 30,178 CHF | 100.00% | 100.00% |
07/11/2024 | 5.02% | 0.59 CHF | 0.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,995 CHF | 36,795 CHF | 99.67% | 99.67% |