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 | 14.22% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 19,601 CHF | 22,601 CHF | 100.00% | 100.00% |
19/11/2024 | 14.28% | 0.07 CHF | 0.08 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 22,783 CHF | 26,283 CHF | 100.00% | 100.00% |
18/11/2024 | 14.98% | 0.06 CHF | 0.07 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 21,622 CHF | 25,122 CHF | 100.00% | 100.00% |
15/11/2024 | 15.49% | 0.06 CHF | 0.07 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 20,856 CHF | 24,356 CHF | 100.00% | 100.00% |
14/11/2024 | 15.54% | 0.06 CHF | 0.07 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 20,783 CHF | 24,283 CHF | 100.00% | 100.00% |
13/11/2024 | 15.05% | 0.06 CHF | 0.07 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 21,518 CHF | 25,018 CHF | 100.00% | 100.00% |
12/11/2024 | 15.49% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 23,829 CHF | 27,829 CHF | 100.00% | 100.00% |
11/11/2024 | 16.54% | 0.05 CHF | 0.06 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 19,417 CHF | 22,917 CHF | 100.00% | 100.00% |
08/11/2024 | 16.38% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 22,438 CHF | 26,438 CHF | 100.00% | 100.00% |
07/11/2024 | 17.66% | 0.05 CHF | 0.06 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 20,655 CHF | 24,655 CHF | 100.00% | 100.00% |