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 | 11.94% | 0.08 CHF | 0.09 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 59,215 CHF | 13,343 CHF | 99.38% | 99.38% |
19/11/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 53,307 CHF | 12,161 CHF | 99.37% | 99.37% |
18/11/2024 | 12.46% | 0.08 CHF | 0.09 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 56,681 CHF | 12,836 CHF | 99.37% | 99.37% |
15/11/2024 | 8.72% | 0.09 CHF | 0.10 CHF | 750,000 | 150,000 | 746,591 | 150,000 | 82,713 CHF | 18,131 CHF | 99.34% | 99.34% |
14/11/2024 | 8.30% | 0.12 CHF | 0.13 CHF | 750,000 | 150,000 | 717,071 | 150,000 | 83,356 CHF | 19,044 CHF | 99.18% | 99.18% |
13/11/2024 | 6.05% | 0.15 CHF | 0.16 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 96,480 CHF | 25,620 CHF | 99.37% | 99.37% |
12/11/2024 | 4.78% | 0.19 CHF | 0.20 CHF | 600,000 | 150,000 | 523,742 | 150,000 | 106,610 CHF | 32,258 CHF | 99.12% | 99.12% |
11/11/2024 | 3.72% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 119,383 CHF | 41,294 CHF | 99.13% | 99.13% |
08/11/2024 | 3.32% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 133,719 CHF | 46,073 CHF | 99.37% | 99.37% |
07/11/2024 | 2.33% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 409,618 | 150,000 | 173,754 CHF | 66,247 CHF | 98.56% | 98.56% |