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 | 11.64% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 504,444 | 168,148 | 40,730 CHF | 15,258 CHF | 99.38% | 99.38% |
19/11/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 594,795 | 198,265 | 42,029 CHF | 15,992 CHF | 99.37% | 99.37% |
18/11/2024 | 11.60% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 532,878 | 177,626 | 43,195 CHF | 16,175 CHF | 99.38% | 99.38% |
15/11/2024 | 10.22% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 451,489 | 150,496 | 42,099 CHF | 15,538 CHF | 99.36% | 99.36% |
14/11/2024 | 9.46% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 45,445 CHF | 16,648 CHF | 99.37% | 99.37% |
13/11/2024 | 9.94% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,065 | 150,022 | 43,267 CHF | 15,922 CHF | 99.37% | 99.37% |
12/11/2024 | 8.19% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 52,788 CHF | 19,096 CHF | 99.15% | 99.15% |
11/11/2024 | 7.11% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 61,150 CHF | 21,883 CHF | 99.37% | 99.37% |
08/11/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 48,580 CHF | 17,693 CHF | 99.38% | 99.38% |
07/11/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 50,283 CHF | 18,261 CHF | 98.58% | 98.58% |