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 | 18.94% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 185,048 | 185,048 | 8,852 CHF | 10,702 CHF | 100.00% | 100.00% |
19/11/2024 | 18.89% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 185,046 | 185,046 | 8,872 CHF | 10,722 CHF | 100.00% | 100.00% |
18/11/2024 | 20.06% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 185,053 | 185,053 | 8,303 CHF | 10,154 CHF | 100.00% | 100.00% |
15/11/2024 | 20.66% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 185,049 | 185,049 | 8,068 CHF | 9,919 CHF | 100.00% | 100.00% |
14/11/2024 | 23.41% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 190,171 | 190,171 | 7,183 CHF | 9,085 CHF | 99.36% | 99.36% |
13/11/2024 | 22.08% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 185,936 | 185,936 | 7,495 CHF | 9,355 CHF | 100.00% | 100.00% |
12/11/2024 | 21.38% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 184,994 | 184,994 | 7,733 CHF | 9,583 CHF | 98.86% | 100.00% |
11/11/2024 | 16.47% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 175,737 | 175,737 | 9,799 CHF | 11,557 CHF | 99.93% | 99.93% |
08/11/2024 | 14.06% | 0.06 CHF | 0.07 CHF | 180,000 | 180,000 | 175,311 | 175,311 | 11,646 CHF | 13,399 CHF | 100.00% | 100.00% |
07/11/2024 | 10.75% | 0.09 CHF | 0.10 CHF | 170,000 | 170,000 | 171,051 | 171,051 | 15,084 CHF | 16,794 CHF | 98.41% | 98.41% |