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 | 8.79% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 10,905 CHF | 11,905 CHF | 100.00% | 100.00% |
19/11/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 10,036 CHF | 11,036 CHF | 100.00% | 100.00% |
18/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 10,999 CHF | 11,999 CHF | 100.00% | 100.00% |
15/11/2024 | 8.89% | 0.10 CHF | 0.11 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 9,688 CHF | 10,588 CHF | 100.00% | 100.00% |
14/11/2024 | 8.39% | 0.11 CHF | 0.12 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 10,299 CHF | 11,199 CHF | 100.00% | 100.00% |
13/11/2024 | 8.51% | 0.11 CHF | 0.12 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 10,137 CHF | 11,037 CHF | 100.00% | 100.00% |
12/11/2024 | 7.56% | 0.12 CHF | 0.13 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 10,200 CHF | 11,000 CHF | 100.00% | 100.00% |
11/11/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 11,200 CHF | 12,000 CHF | 100.00% | 100.00% |
08/11/2024 | 7.71% | 0.13 CHF | 0.14 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,243 CHF | 12,143 CHF | 100.00% | 100.00% |
07/11/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,407 CHF | 12,307 CHF | 100.00% | 100.00% |