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 | 5.73% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 33,998 CHF | 35,998 CHF | 95.88% | 95.88% |
19/11/2024 | 8.58% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 22,770 CHF | 24,770 CHF | 99.91% | 99.91% |
18/11/2024 | 8.60% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 11,158 CHF | 12,158 CHF | 95.74% | 95.74% |
15/11/2024 | 6.48% | 0.12 CHF | 0.13 CHF | 150,000 | 150,000 | 150,000 | 149,996 | 22,611 CHF | 24,110 CHF | 95.83% | 95.83% |
14/11/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 33,877 CHF | 35,377 CHF | 95.84% | 95.84% |
13/11/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 32,225 CHF | 33,725 CHF | 99.84% | 99.84% |
12/11/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 32,764 CHF | 34,264 CHF | 99.67% | 99.67% |
11/11/2024 | 3.91% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 37,663 CHF | 39,163 CHF | 95.73% | 95.73% |
08/11/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 30,277 CHF | 31,777 CHF | 99.93% | 99.93% |
07/11/2024 | 5.38% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 27,479 CHF | 28,979 CHF | 95.75% | 95.75% |