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 | 7.02% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 98,614 | 98,613 | 13,576 CHF | 14,562 CHF | 99.97% | 99.97% |
19/11/2024 | 6.00% | 0.15 CHF | 0.16 CHF | 75,000 | 75,000 | 76,044 | 76,045 | 12,306 CHF | 13,067 CHF | 99.85% | 99.85% |
18/11/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 84,164 | 84,164 | 12,655 CHF | 13,496 CHF | 99.91% | 99.91% |
15/11/2024 | 8.42% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 114,365 | 114,365 | 13,000 CHF | 14,143 CHF | 100.00% | 100.00% |
14/11/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 125,000 | 125,000 | 115,828 | 115,826 | 13,094 CHF | 14,252 CHF | 99.57% | 99.57% |
13/11/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 147,089 | 147,089 | 12,568 CHF | 14,038 CHF | 99.95% | 99.95% |
12/11/2024 | 12.89% | 0.08 CHF | 0.09 CHF | 175,000 | 175,000 | 182,163 | 182,160 | 13,224 CHF | 15,045 CHF | 99.82% | 99.82% |
11/11/2024 | 16.34% | 0.06 CHF | 0.07 CHF | 225,000 | 225,000 | 250,598 | 237,032 | 14,055 CHF | 15,803 CHF | 99.82% | 99.82% |
08/11/2024 | 18.30% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 297,029 | 278,044 | 14,732 CHF | 16,657 CHF | 99.83% | 99.83% |
07/11/2024 | 23.44% | 0.05 CHF | 0.06 CHF | 375,000 | 250,000 | 496,926 | 251,567 | 18,358 CHF | 12,226 CHF | 99.89% | 99.89% |