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 | 14.19% | 0.06 CHF | 0.07 CHF | 800,000 | 100,000 | 800,000 | 100,000 | 52,705 CHF | 7,588 CHF | 99.17% | 99.17% |
19/11/2024 | 14.68% | 0.07 CHF | 0.08 CHF | 800,000 | 100,000 | 800,000 | 115,456 | 50,805 CHF | 8,432 CHF | 99.17% | 99.17% |
18/11/2024 | 12.46% | 0.07 CHF | 0.08 CHF | 800,000 | 100,000 | 800,000 | 105,149 | 60,755 CHF | 8,955 CHF | 99.22% | 99.22% |
15/11/2024 | 12.31% | 0.09 CHF | 0.10 CHF | 800,000 | 100,000 | 800,000 | 100,000 | 61,412 CHF | 8,676 CHF | 99.16% | 99.16% |
14/11/2024 | 12.78% | 0.07 CHF | 0.08 CHF | 800,000 | 100,000 | 800,000 | 109,919 | 58,851 CHF | 9,139 CHF | 99.15% | 99.15% |
13/11/2024 | 14.35% | 0.06 CHF | 0.07 CHF | 800,000 | 150,000 | 800,000 | 149,031 | 52,036 CHF | 11,179 CHF | 99.16% | 99.16% |
12/11/2024 | 15.78% | 0.05 CHF | 0.06 CHF | 800,000 | 150,000 | 800,000 | 150,000 | 47,016 CHF | 10,316 CHF | 99.16% | 99.16% |
11/11/2024 | 10.49% | 0.08 CHF | 0.09 CHF | 800,000 | 100,000 | 800,000 | 100,000 | 72,748 CHF | 10,094 CHF | 99.16% | 99.16% |
08/11/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 800,000 | 100,000 | 800,000 | 100,000 | 68,450 CHF | 9,556 CHF | 99.16% | 99.16% |
07/11/2024 | 10.79% | 0.08 CHF | 0.09 CHF | 800,000 | 100,000 | 800,000 | 100,000 | 70,315 CHF | 9,789 CHF | 98.19% | 98.19% |