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 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.80% | 99.80% |
19/11/2024 | 8.94% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 480,645 | 480,644 | 51,390 CHF | 56,197 CHF | 99.71% | 99.71% |
18/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.70% | 99.70% |
15/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.80% | 99.80% |
14/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.81% | 99.81% |
13/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.80% | 99.80% |
12/11/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 508,155 | 460,114 | 49,814 CHF | 50,045 CHF | 99.49% | 99.49% |
11/11/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,000 | 300,000 | 51,750 CHF | 30,000 CHF | 99.71% | 99.71% |
08/11/2024 | 9.82% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 523,654 | 436,920 | 50,702 CHF | 47,141 CHF | 99.81% | 99.81% |
07/11/2024 | 9.82% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 520,788 | 440,313 | 50,396 CHF | 47,455 CHF | 95.70% | 95.70% |