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 | 10.48% | 0.11 CHF | 0.12 CHF | 60,000 | 60,000 | 58,436 | 58,436 | 6,347 CHF | 7,048 CHF | 100.00% | 100.00% |
19/11/2024 | 10.39% | 0.11 CHF | 0.12 CHF | 60,000 | 60,000 | 58,435 | 58,435 | 6,399 CHF | 7,100 CHF | 100.00% | 100.00% |
18/11/2024 | 10.94% | 0.11 CHF | 0.12 CHF | 60,000 | 60,000 | 58,438 | 58,438 | 6,062 CHF | 6,763 CHF | 100.00% | 100.00% |
15/11/2024 | 12.49% | 0.09 CHF | 0.11 CHF | 60,000 | 60,000 | 58,436 | 58,436 | 5,292 CHF | 5,993 CHF | 100.00% | 100.00% |
14/11/2024 | 14.06% | 0.08 CHF | 0.09 CHF | 60,000 | 60,000 | 58,426 | 58,426 | 4,644 CHF | 5,345 CHF | 99.36% | 99.36% |
13/11/2024 | 13.10% | 0.08 CHF | 0.09 CHF | 60,000 | 60,000 | 58,437 | 58,437 | 5,003 CHF | 5,704 CHF | 100.00% | 100.00% |
12/11/2024 | 12.91% | 0.08 CHF | 0.09 CHF | 60,000 | 60,000 | 59,464 | 59,464 | 5,181 CHF | 5,894 CHF | 68.32% | 100.00% |
11/11/2024 | 10.63% | 0.10 CHF | 0.11 CHF | 60,000 | 60,000 | 58,435 | 58,435 | 6,248 CHF | 6,949 CHF | 99.93% | 99.93% |
08/11/2024 | 8.69% | 0.12 CHF | 0.13 CHF | 60,000 | 60,000 | 58,435 | 58,435 | 7,761 CHF | 8,462 CHF | 100.00% | 100.00% |
07/11/2024 | 6.08% | 0.20 CHF | 0.21 CHF | 60,000 | 60,000 | 58,413 | 58,413 | 11,208 CHF | 11,909 CHF | 98.53% | 98.53% |