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 | 8.95% | 0.10 CHF | 0.11 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 80,500 CHF | 17,600 CHF | 99.16% | 99.16% |
19/11/2024 | 8.45% | 0.12 CHF | 0.13 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 85,132 CHF | 18,526 CHF | 99.17% | 99.17% |
18/11/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 81,281 CHF | 17,756 CHF | 99.23% | 99.23% |
15/11/2024 | 10.24% | 0.10 CHF | 0.11 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 69,680 CHF | 15,436 CHF | 99.17% | 99.17% |
14/11/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 73,332 CHF | 16,167 CHF | 99.16% | 99.16% |
13/11/2024 | 13.60% | 0.06 CHF | 0.07 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 51,611 CHF | 11,822 CHF | 99.16% | 99.16% |
12/11/2024 | 12.63% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 55,896 CHF | 12,679 CHF | 99.16% | 99.16% |
11/11/2024 | 8.14% | 0.09 CHF | 0.10 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 90,185 CHF | 19,537 CHF | 99.17% | 99.17% |
08/11/2024 | 6.58% | 0.14 CHF | 0.15 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 110,901 CHF | 23,680 CHF | 99.17% | 99.17% |
07/11/2024 | 6.25% | 0.15 CHF | 0.16 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 116,736 CHF | 24,847 CHF | 98.27% | 98.27% |