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 | 9.18% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 104,136 CHF | 17,120 CHF | 99.38% | 99.38% |
19/11/2024 | 10.25% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 92,972 CHF | 15,446 CHF | 99.38% | 99.38% |
18/11/2024 | 9.58% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 99,592 CHF | 16,439 CHF | 99.26% | 99.26% |
15/11/2024 | 10.39% | 0.09 CHF | 0.10 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 91,414 CHF | 15,212 CHF | 99.38% | 99.38% |
14/11/2024 | 11.74% | 0.09 CHF | 0.10 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 81,099 CHF | 13,665 CHF | 99.37% | 99.37% |
13/11/2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 68,651 CHF | 11,798 CHF | 99.38% | 99.38% |
12/11/2024 | 11.95% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 78,795 CHF | 13,319 CHF | 99.38% | 99.38% |
11/11/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 81,623 CHF | 13,743 CHF | 99.38% | 99.38% |
08/11/2024 | 10.38% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 91,499 CHF | 15,225 CHF | 99.38% | 99.38% |
07/11/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 89,992 CHF | 14,999 CHF | 98.38% | 98.38% |