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 | 6.39% | 0.18 CHF | 0.19 CHF | 60,000 | 60,000 | 58,436 | 58,436 | 10,633 CHF | 11,334 CHF | 100.00% | 100.00% |
19/11/2024 | 6.45% | 0.18 CHF | 0.19 CHF | 60,000 | 60,000 | 58,435 | 58,435 | 10,517 CHF | 11,218 CHF | 100.00% | 100.00% |
18/11/2024 | 6.70% | 0.18 CHF | 0.19 CHF | 60,000 | 60,000 | 58,438 | 58,438 | 10,113 CHF | 10,815 CHF | 100.00% | 100.00% |
15/11/2024 | 7.47% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 58,436 | 58,436 | 9,073 CHF | 9,774 CHF | 100.00% | 100.00% |
14/11/2024 | 8.21% | 0.14 CHF | 0.15 CHF | 60,000 | 60,000 | 58,426 | 58,426 | 8,198 CHF | 8,899 CHF | 99.36% | 99.36% |
13/11/2024 | 7.73% | 0.15 CHF | 0.16 CHF | 60,000 | 60,000 | 58,437 | 58,437 | 8,725 CHF | 9,426 CHF | 100.00% | 100.00% |
12/11/2024 | 7.56% | 0.14 CHF | 0.16 CHF | 60,000 | 60,000 | 59,464 | 59,464 | 9,090 CHF | 9,803 CHF | 68.32% | 100.00% |
11/11/2024 | 6.26% | 0.17 CHF | 0.18 CHF | 60,000 | 60,000 | 58,435 | 58,435 | 10,853 CHF | 11,555 CHF | 99.93% | 99.93% |
08/11/2024 | 5.43% | 0.20 CHF | 0.21 CHF | 60,000 | 60,000 | 58,437 | 58,437 | 12,890 CHF | 13,611 CHF | 100.00% | 100.00% |
07/11/2024 | 4.95% | 0.31 CHF | 0.32 CHF | 60,000 | 60,000 | 58,413 | 58,413 | 17,289 CHF | 18,165 CHF | 98.53% | 98.53% |