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 | 8.85% | 0.10 CHF | 0.11 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 48,879 CHF | 5,931 CHF | 99.38% | 99.38% |
19/11/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 58,772 CHF | 7,030 CHF | 99.37% | 99.37% |
18/11/2024 | 7.76% | 0.13 CHF | 0.14 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 55,949 CHF | 6,717 CHF | 99.37% | 99.37% |
15/11/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 63,485 CHF | 7,554 CHF | 99.36% | 99.36% |
14/11/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 71,879 CHF | 8,487 CHF | 99.38% | 99.38% |
13/11/2024 | 7.24% | 0.16 CHF | 0.17 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 60,210 CHF | 7,190 CHF | 99.37% | 99.37% |
12/11/2024 | 5.64% | 0.14 CHF | 0.15 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 77,831 CHF | 9,148 CHF | 99.15% | 99.15% |
11/11/2024 | 5.60% | 0.19 CHF | 0.20 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 78,168 CHF | 9,185 CHF | 99.38% | 99.38% |
08/11/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 79,507 CHF | 9,334 CHF | 99.37% | 99.37% |
07/11/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 450,000 | 50,000 | 91,453 | 50,000 | 18,799 CHF | 11,009 CHF | 98.58% | 98.58% |