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 | 9.17% | 0.12 CHF | 0.13 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 157,036 CHF | 17,204 CHF | 99.38% | 99.38% |
19/11/2024 | 11.13% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 127,782 CHF | 14,278 CHF | 99.38% | 99.38% |
18/11/2024 | 10.88% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 130,700 CHF | 14,570 CHF | 99.25% | 99.25% |
15/11/2024 | 10.04% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 142,333 CHF | 15,733 CHF | 99.38% | 99.38% |
14/11/2024 | 9.84% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 145,306 CHF | 16,031 CHF | 99.37% | 99.37% |
13/11/2024 | 9.63% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 149,403 CHF | 16,440 CHF | 99.37% | 99.37% |
12/11/2024 | 9.81% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 145,965 CHF | 16,097 CHF | 99.38% | 99.38% |
11/11/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 179,202 CHF | 19,420 CHF | 99.37% | 99.37% |
08/11/2024 | 8.10% | 0.11 CHF | 0.12 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 177,983 CHF | 19,298 CHF | 99.37% | 99.37% |
07/11/2024 | 6.89% | 0.13 CHF | 0.14 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 210,915 CHF | 22,592 CHF | 98.38% | 98.38% |