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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 7.03% | 0.14 CHF | 0.15 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 15,087 CHF | 16,187 CHF | 38.63% | 100.00% |
27/11/2024 | - | 0.14 CHF | - CHF | 110,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26/11/2024 | - | 0.15 CHF | - CHF | 110,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25/11/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 19,025 CHF | 20,125 CHF | 10.60% | 100.00% |
22/11/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 107,135 | 107,135 | 17,159 CHF | 18,230 CHF | 100.00% | 100.00% |
20/11/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 17,424 CHF | 18,496 CHF | 100.00% | 100.00% |
19/11/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 107,132 | 107,132 | 17,201 CHF | 18,272 CHF | 100.00% | 100.00% |
18/11/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 16,180 CHF | 17,251 CHF | 100.00% | 100.00% |
15/11/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 120,000 | 120,000 | 112,645 | 112,645 | 15,073 CHF | 16,199 CHF | 100.00% | 100.00% |
14/11/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 120,000 | 120,000 | 116,854 | 116,854 | 13,937 CHF | 15,105 CHF | 99.41% | 99.41% |