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 | 10.81% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 681,293 | 227,098 | 59,688 CHF | 22,167 CHF | 99.37% | 99.37% |
19/11/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 753,248 | 251,083 | 52,385 CHF | 19,973 CHF | 96.68% | 96.68% |
18/11/2024 | 12.99% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 751,687 | 250,562 | 54,250 CHF | 20,589 CHF | 97.59% | 97.59% |
15/11/2024 | 10.54% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 747,989 | 249,330 | 67,636 CHF | 25,039 CHF | 96.40% | 96.40% |
14/11/2024 | 8.42% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 616,929 | 205,643 | 70,329 CHF | 25,500 CHF | 99.33% | 99.33% |
13/11/2024 | 8.22% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,460 | 200,153 | 70,167 CHF | 25,391 CHF | 98.72% | 98.72% |
12/11/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 78,904 CHF | 28,301 CHF | 99.36% | 99.36% |
11/11/2024 | 6.50% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 89,476 CHF | 31,825 CHF | 99.34% | 99.34% |
08/11/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 90,634 CHF | 32,212 CHF | 99.31% | 99.31% |
07/11/2024 | 6.11% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,287 CHF | 33,762 CHF | 98.64% | 98.64% |