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 | 16.42% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 84,442 CHF | 13,259 CHF | 99.38% | 99.38% |
19/11/2024 | 16.32% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 85,423 CHF | 13,390 CHF | 99.37% | 99.37% |
18/11/2024 | 13.95% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 100,558 CHF | 15,408 CHF | 99.23% | 99.23% |
15/11/2024 | 10.86% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 132,031 CHF | 19,604 CHF | 98.94% | 98.94% |
14/11/2024 | 11.59% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 122,183 CHF | 18,291 CHF | 99.37% | 99.37% |
13/11/2024 | 10.60% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 135,366 CHF | 20,049 CHF | 99.37% | 99.37% |
12/11/2024 | 10.08% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 142,155 CHF | 20,954 CHF | 99.37% | 99.37% |
11/11/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 166,801 CHF | 24,240 CHF | 99.38% | 99.38% |
08/11/2024 | 9.05% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 158,690 CHF | 23,159 CHF | 99.36% | 99.36% |
07/11/2024 | 8.42% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 171,479 CHF | 24,864 CHF | 99.28% | 99.28% |