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 | 9.69% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 19,689 CHF | 21,689 CHF | 100.00% | 100.00% |
19/11/2024 | 10.33% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 9,267 CHF | 10,267 CHF | 99.91% | 99.91% |
18/11/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 13,396 CHF | 14,396 CHF | 99.92% | 99.92% |
15/11/2024 | 6.72% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 14,402 CHF | 15,402 CHF | 100.00% | 100.00% |
14/11/2024 | 6.91% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 14,034 CHF | 15,034 CHF | 100.00% | 100.00% |
13/11/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 11,329 CHF | 12,329 CHF | 100.00% | 100.00% |
12/11/2024 | 7.39% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 13,070 CHF | 14,070 CHF | 99.69% | 99.69% |
11/11/2024 | 6.98% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 13,902 CHF | 14,902 CHF | 99.91% | 99.91% |
08/11/2024 | 7.51% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,904 CHF | 13,904 CHF | 100.00% | 100.00% |
07/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,275 CHF | 19,275 CHF | 99.89% | 99.89% |