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 | 11.12% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 184,159 | 130,200 CHF | 17,592 CHF | 99.37% | 99.37% |
19/11/2024 | 10.26% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 187,508 | 139,984 CHF | 19,201 CHF | 99.37% | 99.37% |
18/11/2024 | 8.65% | 0.11 CHF | 0.12 CHF | 1,500,000 | 150,000 | 1,500,000 | 155,795 | 168,192 CHF | 18,915 CHF | 99.23% | 99.23% |
15/11/2024 | 6.69% | 0.13 CHF | 0.14 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 217,155 CHF | 23,216 CHF | 99.37% | 99.37% |
14/11/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 231,171 CHF | 24,617 CHF | 99.38% | 99.38% |
13/11/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 227,684 CHF | 24,268 CHF | 99.37% | 99.37% |
12/11/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 254,952 CHF | 26,995 CHF | 99.37% | 99.37% |
11/11/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 299,290 CHF | 31,429 CHF | 99.37% | 99.37% |
08/11/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 288,361 CHF | 30,336 CHF | 99.38% | 99.38% |
07/11/2024 | 4.73% | 0.20 CHF | 0.21 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 309,507 CHF | 32,451 CHF | 99.28% | 99.28% |