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 | 10.55% | 0.09 CHF | 0.10 CHF | 220,000 | 220,000 | 217,161 | 217,161 | 19,517 CHF | 21,688 CHF | 100.00% | 100.00% |
19/11/2024 | 9.44% | 0.09 CHF | 0.10 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 21,217 CHF | 23,317 CHF | 100.00% | 100.00% |
18/11/2024 | 9.15% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 21,909 CHF | 24,009 CHF | 100.00% | 100.00% |
15/11/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,699 | 200,699 | 22,056 CHF | 24,063 CHF | 100.00% | 100.00% |
14/11/2024 | 8.82% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 206,796 | 206,796 | 22,415 CHF | 24,483 CHF | 99.36% | 99.36% |
13/11/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 205,682 | 205,682 | 22,740 CHF | 24,797 CHF | 100.00% | 100.00% |
12/11/2024 | 8.30% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 201,587 | 201,587 | 23,301 CHF | 25,319 CHF | 100.00% | 100.00% |
11/11/2024 | 9.37% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 24,373 CHF | 26,768 CHF | 99.93% | 99.93% |
08/11/2024 | 8.43% | 0.12 CHF | 0.13 CHF | 210,000 | 210,000 | 207,588 | 207,588 | 23,631 CHF | 25,711 CHF | 100.00% | 100.00% |
07/11/2024 | 9.16% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 24,597 CHF | 26,959 CHF | 100.00% | 100.00% |