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 | 30.15% | 0.06 CHF | 0.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,467 CHF | 6,027 CHF | 100.00% | 100.00% |
19/11/2024 | 31.11% | 0.09 CHF | 0.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,298 CHF | 5,858 CHF | 100.00% | 100.00% |
18/11/2024 | 22.12% | 0.12 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,294 CHF | 7,854 CHF | 98.98% | 98.98% |
15/11/2024 | 20.45% | 0.08 CHF | 0.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,976 CHF | 8,536 CHF | 100.00% | 100.00% |
14/11/2024 | 13.02% | 0.20 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,215 CHF | 12,775 CHF | 100.00% | 100.00% |
13/11/2024 | 12.73% | 0.19 CHF | 0.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,528 CHF | 13,088 CHF | 99.88% | 99.88% |
12/11/2024 | 10.59% | 0.23 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 16,120 CHF | 17,920 CHF | 100.00% | 100.00% |
11/11/2024 | 8.20% | 0.35 CHF | 0.38 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 21,104 CHF | 22,904 CHF | 100.00% | 100.00% |
08/11/2024 | 9.96% | 0.29 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 17,255 CHF | 19,055 CHF | 100.00% | 100.00% |
07/11/2024 | 7.59% | 0.38 CHF | 0.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,842 CHF | 24,642 CHF | 99.67% | 99.67% |