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 | 9.11% | 0.11 CHF | 0.12 CHF | 750,000 | 150,000 | 749,386 | 150,000 | 78,749 CHF | 17,265 CHF | 99.37% | 99.37% |
19/11/2024 | 14.00% | 0.07 CHF | 0.08 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 60,120 CHF | 11,520 CHF | 99.37% | 99.37% |
18/11/2024 | 13.78% | 0.06 CHF | 0.07 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 61,322 CHF | 11,720 CHF | 99.23% | 99.23% |
15/11/2024 | 9.98% | 0.07 CHF | 0.08 CHF | 900,000 | 150,000 | 801,732 | 150,000 | 76,826 CHF | 15,995 CHF | 99.38% | 99.38% |
14/11/2024 | 7.19% | 0.12 CHF | 0.13 CHF | 750,000 | 150,000 | 685,068 | 150,000 | 91,790 CHF | 21,703 CHF | 99.38% | 99.38% |
13/11/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 102,746 CHF | 27,186 CHF | 99.37% | 99.37% |
12/11/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 600,000 | 150,000 | 552,648 | 150,000 | 129,490 CHF | 37,581 CHF | 99.37% | 99.37% |
11/11/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 600,000 | 150,000 | 629,836 | 150,000 | 104,263 CHF | 26,420 CHF | 99.37% | 99.37% |
08/11/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 750,000 | 150,000 | 747,790 | 150,000 | 100,542 CHF | 21,679 CHF | 99.37% | 99.37% |
07/11/2024 | 5.38% | 0.17 CHF | 0.18 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 108,561 CHF | 28,640 CHF | 99.29% | 99.29% |