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 | 12.09% | 0.07 CHF | 0.08 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 58,444 CHF | 6,594 CHF | 98.83% | 98.83% |
19/11/2024 | 12.72% | 0.08 CHF | 0.09 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 55,721 CHF | 6,322 CHF | 99.17% | 99.17% |
18/11/2024 | 12.51% | 0.08 CHF | 0.09 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 56,426 CHF | 6,393 CHF | 99.22% | 99.22% |
15/11/2024 | 11.20% | 0.08 CHF | 0.09 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 63,444 CHF | 7,094 CHF | 99.17% | 99.17% |
14/11/2024 | 9.77% | 0.09 CHF | 0.10 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 73,169 CHF | 8,067 CHF | 99.16% | 99.16% |
13/11/2024 | 10.14% | 0.09 CHF | 0.10 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 70,439 CHF | 7,794 CHF | 98.95% | 98.95% |
12/11/2024 | 9.27% | 0.10 CHF | 0.11 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 77,402 CHF | 8,490 CHF | 99.16% | 99.16% |
11/11/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 89,028 CHF | 9,653 CHF | 99.17% | 99.17% |
08/11/2024 | 9.09% | 0.11 CHF | 0.12 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 78,889 CHF | 8,639 CHF | 99.16% | 99.16% |
07/11/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 82,412 CHF | 8,991 CHF | 97.77% | 97.77% |