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 | 18.04% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 7,577 CHF | 9,077 CHF | 99.50% | 99.50% |
19/11/2024 | 18.60% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 7,317 CHF | 8,817 CHF | 99.10% | 99.10% |
18/11/2024 | 19.14% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 7,109 CHF | 8,609 CHF | 99.57% | 99.57% |
15/11/2024 | 18.24% | 0.05 CHF | 0.06 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 6,237 CHF | 7,487 CHF | 99.57% | 99.57% |
14/11/2024 | 15.01% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,175 CHF | 7,175 CHF | 99.52% | 99.52% |
13/11/2024 | 14.43% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,431 CHF | 7,431 CHF | 99.48% | 99.48% |
12/11/2024 | 14.70% | 0.06 CHF | 0.07 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 7,878 CHF | 9,128 CHF | 99.56% | 99.56% |
11/11/2024 | 13.86% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,716 CHF | 7,716 CHF | 99.55% | 99.55% |
08/11/2024 | 13.78% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,759 CHF | 7,759 CHF | 99.58% | 99.58% |
07/11/2024 | 12.62% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 7,428 CHF | 8,428 CHF | 99.49% | 99.49% |