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 | 9.23% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 156,154 CHF | 34,231 CHF | 99.38% | 99.38% |
19/11/2024 | 15.06% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 92,863 CHF | 21,573 CHF | 99.38% | 99.38% |
18/11/2024 | 9.41% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 153,496 CHF | 33,699 CHF | 99.26% | 99.26% |
15/11/2024 | 8.51% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 169,058 CHF | 36,812 CHF | 99.38% | 99.38% |
14/11/2024 | 8.54% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 299,992 | 168,405 CHF | 36,680 CHF | 99.37% | 99.37% |
13/11/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 157,725 CHF | 34,545 CHF | 99.37% | 99.37% |
12/11/2024 | 7.33% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 197,784 CHF | 42,557 CHF | 99.38% | 99.38% |
11/11/2024 | 5.65% | 0.17 CHF | 0.18 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 258,220 CHF | 54,644 CHF | 99.37% | 99.37% |
08/11/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 249,018 CHF | 52,804 CHF | 99.37% | 99.37% |
07/11/2024 | 4.92% | 0.19 CHF | 0.20 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 297,593 CHF | 62,519 CHF | 98.37% | 98.37% |