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 | 15.37% | 0.06 CHF | 0.07 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 18,078 CHF | 3,513 CHF | 99.38% | 99.38% |
19/11/2024 | 18.45% | 0.05 CHF | 0.06 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 14,923 CHF | 2,987 CHF | 99.37% | 99.37% |
18/11/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 22,353 CHF | 4,225 CHF | 99.22% | 99.22% |
15/11/2024 | 8.75% | 0.11 CHF | 0.12 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 32,852 CHF | 5,975 CHF | 99.37% | 99.37% |
14/11/2024 | 7.61% | 0.12 CHF | 0.13 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 37,943 CHF | 6,824 CHF | 99.36% | 99.36% |
13/11/2024 | 9.66% | 0.12 CHF | 0.13 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 29,723 CHF | 5,454 CHF | 99.36% | 99.36% |
12/11/2024 | 8.42% | 0.10 CHF | 0.11 CHF | 299,999 | 50,000 | 299,999 | 50,000 | 34,191 CHF | 6,199 CHF | 99.37% | 99.37% |
11/11/2024 | 7.00% | 0.13 CHF | 0.14 CHF | 299,999 | 50,000 | 299,999 | 50,000 | 41,403 CHF | 7,401 CHF | 99.37% | 99.37% |
08/11/2024 | 7.27% | 0.14 CHF | 0.15 CHF | 299,999 | 50,000 | 299,999 | 50,000 | 39,890 CHF | 7,148 CHF | 99.38% | 99.38% |
07/11/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 48,296 CHF | 8,549 CHF | 99.28% | 99.28% |