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 | 10.03% | 0.09 CHF | 0.10 CHF | 190,000 | 190,000 | 185,048 | 185,048 | 17,525 CHF | 19,375 CHF | 100.00% | 100.00% |
19/11/2024 | 10.08% | 0.09 CHF | 0.10 CHF | 190,000 | 190,000 | 185,045 | 185,045 | 17,439 CHF | 19,290 CHF | 100.00% | 100.00% |
18/11/2024 | 10.48% | 0.09 CHF | 0.10 CHF | 190,000 | 190,000 | 185,053 | 185,053 | 16,744 CHF | 18,594 CHF | 100.00% | 100.00% |
15/11/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 190,000 | 190,000 | 185,049 | 185,049 | 16,472 CHF | 18,322 CHF | 100.00% | 100.00% |
14/11/2024 | 11.85% | 0.08 CHF | 0.09 CHF | 190,000 | 190,000 | 190,175 | 190,175 | 15,119 CHF | 17,021 CHF | 99.36% | 99.36% |
13/11/2024 | 11.32% | 0.08 CHF | 0.09 CHF | 190,000 | 190,000 | 185,940 | 185,940 | 15,493 CHF | 17,352 CHF | 100.00% | 100.00% |
12/11/2024 | 10.96% | 0.08 CHF | 0.09 CHF | 190,000 | 190,000 | 184,993 | 184,993 | 15,951 CHF | 17,801 CHF | 98.86% | 100.00% |
11/11/2024 | 9.07% | 0.10 CHF | 0.11 CHF | 190,000 | 190,000 | 175,736 | 175,736 | 18,497 CHF | 20,255 CHF | 99.93% | 99.93% |
08/11/2024 | 8.10% | 0.11 CHF | 0.12 CHF | 180,000 | 180,000 | 175,311 | 175,311 | 20,816 CHF | 22,569 CHF | 100.00% | 100.00% |
07/11/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 170,000 | 170,000 | 171,052 | 171,052 | 24,818 CHF | 26,528 CHF | 98.41% | 98.41% |