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 | 9.99% | 0.09 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 47,673 CHF | 10,535 CHF | 13.10% | 98.98% |
19/11/2024 | 12.14% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 38,798 CHF | 8,760 CHF | 99.99% | 99.99% |
18/11/2024 | 10.67% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 95,263 | 44,416 CHF | 9,409 CHF | 94.23% | 94.23% |
15/11/2024 | 12.12% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 38,866 CHF | 8,773 CHF | 100.00% | 100.00% |
14/11/2024 | 13.15% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,588 CHF | 8,118 CHF | 97.92% | 97.92% |
13/11/2024 | 13.18% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 99,710 | 35,488 CHF | 8,072 CHF | 99.36% | 99.36% |
12/11/2024 | 11.64% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 40,764 CHF | 9,153 CHF | 95.15% | 95.15% |
11/11/2024 | 7.78% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 409,094 | 100,000 | 50,550 CHF | 13,386 CHF | 100.00% | 100.00% |
08/11/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 419,519 | 100,000 | 50,425 CHF | 13,027 CHF | 100.00% | 100.00% |
07/11/2024 | 7.98% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 420,079 | 98,694 | 50,556 CHF | 12,966 CHF | 98.40% | 98.40% |