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 | 19.92% | 0.13 CHF | 0.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,059 CHF | 8,619 CHF | 100.00% | 100.00% |
19/11/2024 | 14.27% | 0.18 CHF | 0.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,260 CHF | 11,820 CHF | 100.00% | 100.00% |
18/11/2024 | 15.59% | 0.14 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,236 CHF | 10,796 CHF | 98.97% | 98.97% |
15/11/2024 | 20.65% | 0.13 CHF | 0.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,784 CHF | 8,344 CHF | 100.00% | 100.00% |
14/11/2024 | 19.80% | 0.10 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,170 CHF | 8,730 CHF | 100.00% | 100.00% |
13/11/2024 | 17.86% | 0.14 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,964 CHF | 9,524 CHF | 99.88% | 99.88% |
12/11/2024 | 25.19% | 0.10 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,417 CHF | 6,977 CHF | 100.00% | 100.00% |
11/11/2024 | 23.49% | 0.08 CHF | 0.11 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 5,991 CHF | 7,551 CHF | 100.00% | 100.00% |
08/11/2024 | 17.92% | 0.13 CHF | 0.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,939 CHF | 9,499 CHF | 100.00% | 100.00% |
07/11/2024 | 15.42% | 0.16 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,337 CHF | 10,897 CHF | 99.67% | 99.67% |