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 | 11.05% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 40,223 CHF | 14,908 CHF | 98.68% | 98.68% |
19/11/2024 | 8.73% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 49,686 CHF | 18,062 CHF | 99.38% | 99.38% |
18/11/2024 | 7.37% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 59,214 CHF | 21,238 CHF | 99.26% | 99.26% |
15/11/2024 | 8.92% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 48,391 CHF | 17,631 CHF | 99.38% | 99.38% |
14/11/2024 | 8.31% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 51,956 CHF | 18,819 CHF | 99.37% | 99.37% |
13/11/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 45,764 CHF | 16,755 CHF | 99.37% | 99.37% |
12/11/2024 | 7.95% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 54,381 CHF | 19,627 CHF | 99.38% | 99.38% |
11/11/2024 | 7.90% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 54,897 CHF | 19,799 CHF | 99.38% | 99.38% |
08/11/2024 | 9.25% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 46,655 CHF | 17,052 CHF | 99.38% | 99.38% |
07/11/2024 | 7.19% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 60,620 CHF | 21,707 CHF | 98.38% | 98.38% |