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 | 11.73% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 122,659 CHF | 13,766 CHF | 99.37% | 99.37% |
19/11/2024 | 10.71% | 0.09 CHF | 0.10 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 133,020 CHF | 24,670 CHF | 99.38% | 99.38% |
18/11/2024 | 12.44% | 0.08 CHF | 0.09 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 113,638 CHF | 21,440 CHF | 99.26% | 99.26% |
15/11/2024 | 13.49% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 103,955 CHF | 19,826 CHF | 99.38% | 99.38% |
14/11/2024 | 12.54% | 0.08 CHF | 0.09 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 112,641 CHF | 21,274 CHF | 99.37% | 99.37% |
13/11/2024 | 12.76% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 110,804 CHF | 20,967 CHF | 99.37% | 99.37% |
12/11/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 156,610 CHF | 28,602 CHF | 99.37% | 99.37% |
11/11/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 213,222 CHF | 38,037 CHF | 99.38% | 99.38% |
08/11/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 228,299 CHF | 40,550 CHF | 99.38% | 99.38% |
07/11/2024 | 5.72% | 0.15 CHF | 0.16 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 255,691 CHF | 45,115 CHF | 98.37% | 98.37% |