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 | 9.90% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 86,694 CHF | 31,898 CHF | 99.38% | 99.38% |
19/11/2024 | 8.53% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 812,069 | 270,690 | 91,407 CHF | 33,176 CHF | 99.38% | 99.38% |
18/11/2024 | 9.72% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 876,634 | 292,226 | 86,718 CHF | 31,829 CHF | 99.38% | 99.38% |
15/11/2024 | 9.74% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 905,159 | 305,159 | 88,853 CHF | 32,944 CHF | 99.35% | 99.35% |
14/11/2024 | 8.53% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 860,621 | 286,874 | 96,652 CHF | 35,086 CHF | 99.38% | 99.38% |
13/11/2024 | 9.38% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 921,914 | 338,310 | 95,309 CHF | 37,846 CHF | 99.38% | 99.38% |
12/11/2024 | 3.83% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 608,144 | 202,715 | 156,332 CHF | 54,138 CHF | 99.16% | 99.16% |
11/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,199 CHF | 63,066 CHF | 99.13% | 99.13% |
08/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 160,367 CHF | 55,456 CHF | 99.37% | 99.37% |
07/11/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,912 CHF | 58,304 CHF | 98.56% | 98.56% |