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 | 19.21% | 0.04 CHF | 0.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 28,555 CHF | 11,518 CHF | 99.38% | 99.38% |
19/11/2024 | 17.60% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 599,989 | 200,000 | 31,502 CHF | 12,501 CHF | 99.37% | 99.37% |
18/11/2024 | 16.95% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 32,739 CHF | 12,913 CHF | 99.22% | 99.22% |
15/11/2024 | 9.82% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 58,575 CHF | 21,525 CHF | 99.38% | 99.38% |
14/11/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 76,471 CHF | 27,490 CHF | 99.37% | 99.37% |
13/11/2024 | 8.90% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 64,652 CHF | 23,551 CHF | 99.37% | 99.37% |
12/11/2024 | 6.84% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 85,024 CHF | 30,341 CHF | 99.38% | 99.38% |
11/11/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 97,961 CHF | 34,654 CHF | 99.37% | 99.37% |
08/11/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 86,401 CHF | 30,800 CHF | 99.38% | 99.38% |
07/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 90,380 CHF | 32,127 CHF | 98.87% | 98.87% |