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 | 12.53% | 0.15 CHF | 0.17 CHF | 350,000 | 350,000 | 349,753 | 349,753 | 52,356 CHF | 59,352 CHF | 100.00% | 100.00% |
19/11/2024 | 12.63% | 0.15 CHF | 0.17 CHF | 350,000 | 350,000 | 353,914 | 353,914 | 52,503 CHF | 59,581 CHF | 99.90% | 99.90% |
18/11/2024 | 12.83% | 0.15 CHF | 0.17 CHF | 350,000 | 350,000 | 358,558 | 358,558 | 52,316 CHF | 59,488 CHF | 99.91% | 99.91% |
15/11/2024 | 12.99% | 0.15 CHF | 0.17 CHF | 350,000 | 350,000 | 365,461 | 365,461 | 52,638 CHF | 59,948 CHF | 100.00% | 100.00% |
14/11/2024 | 13.24% | 0.14 CHF | 0.16 CHF | 375,000 | 375,000 | 371,807 | 371,807 | 52,435 CHF | 59,871 CHF | 100.00% | 100.00% |
13/11/2024 | 12.50% | 0.15 CHF | 0.17 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 59,500 CHF | 100.00% | 100.00% |
12/11/2024 | 12.50% | 0.15 CHF | 0.17 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 59,500 CHF | 99.69% | 99.69% |
11/11/2024 | 12.50% | 0.15 CHF | 0.17 CHF | 350,000 | 350,000 | 350,572 | 350,572 | 52,586 CHF | 59,597 CHF | 99.85% | 99.85% |
08/11/2024 | 13.08% | 0.15 CHF | 0.17 CHF | 375,000 | 375,000 | 366,492 | 366,492 | 52,389 CHF | 59,719 CHF | 100.00% | 100.00% |
07/11/2024 | 12.59% | 0.15 CHF | 0.17 CHF | 325,000 | 325,000 | 352,224 | 352,224 | 52,431 CHF | 59,476 CHF | 99.87% | 99.87% |