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 | 8.79% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 65,338 CHF | 23,779 CHF | 99.37% | 99.37% |
19/11/2024 | 10.83% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 52,477 CHF | 19,492 CHF | 99.37% | 99.37% |
18/11/2024 | 9.92% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 575,152 | 200,000 | 55,180 CHF | 21,172 CHF | 99.11% | 99.23% |
15/11/2024 | 10.39% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 236,728 | 200,000 | 21,174 CHF | 20,303 CHF | 99.27% | 99.37% |
14/11/2024 | 9.05% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 63,375 CHF | 23,125 CHF | 99.38% | 99.38% |
13/11/2024 | 8.53% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 199,994 | 67,387 CHF | 24,462 CHF | 99.37% | 99.37% |
12/11/2024 | 7.30% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 457,804 | 152,596 | 60,404 CHF | 21,660 CHF | 99.37% | 99.37% |
11/11/2024 | 6.12% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 71,299 CHF | 25,266 CHF | 99.37% | 99.37% |
08/11/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 76,499 CHF | 27,000 CHF | 99.25% | 99.25% |
07/11/2024 | 5.48% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 79,872 CHF | 28,124 CHF | 99.29% | 99.29% |