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 | 9.73% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 700,404 | 100,000 | 68,526 CHF | 10,834 CHF | 99.16% | 99.16% |
19/11/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 66,824 CHF | 9,910 CHF | 99.17% | 99.17% |
18/11/2024 | 10.19% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 70,077 CHF | 10,344 CHF | 99.22% | 99.22% |
15/11/2024 | 8.55% | 0.10 CHF | 0.11 CHF | 750,000 | 100,000 | 675,901 | 100,000 | 75,573 CHF | 12,252 CHF | 99.16% | 99.16% |
14/11/2024 | 7.87% | 0.14 CHF | 0.15 CHF | 600,000 | 100,000 | 611,468 | 100,000 | 74,945 CHF | 13,281 CHF | 99.15% | 99.15% |
13/11/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 750,000 | 100,000 | 736,213 | 100,000 | 72,539 CHF | 10,892 CHF | 99.16% | 99.16% |
12/11/2024 | 7.77% | 0.11 CHF | 0.12 CHF | 750,000 | 100,000 | 614,572 | 100,000 | 76,055 CHF | 13,397 CHF | 99.15% | 99.15% |
11/11/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 101,956 CHF | 17,993 CHF | 99.17% | 99.17% |
08/11/2024 | 6.30% | 0.14 CHF | 0.15 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 92,686 CHF | 16,448 CHF | 99.16% | 99.16% |
07/11/2024 | 5.05% | 0.18 CHF | 0.19 CHF | 600,000 | 100,000 | 455,103 | 100,000 | 87,918 CHF | 20,333 CHF | 98.18% | 98.18% |