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 | 15.03% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 37,187 CHF | 14,396 CHF | 99.14% | 99.14% |
19/11/2024 | 15.22% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 36,671 CHF | 14,224 CHF | 99.38% | 99.38% |
18/11/2024 | 14.99% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 37,149 CHF | 14,383 CHF | 99.22% | 99.22% |
15/11/2024 | 11.34% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 50,212 CHF | 18,737 CHF | 98.78% | 98.78% |
14/11/2024 | 9.71% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 59,097 CHF | 21,699 CHF | 99.37% | 99.37% |
13/11/2024 | 10.77% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 52,797 CHF | 19,599 CHF | 99.37% | 99.37% |
12/11/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 60,919 CHF | 22,306 CHF | 99.37% | 99.37% |
11/11/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 72,903 CHF | 26,301 CHF | 99.38% | 99.38% |
08/11/2024 | 7.57% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 76,959 CHF | 27,653 CHF | 99.37% | 99.37% |
07/11/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 86,577 CHF | 30,859 CHF | 99.30% | 99.30% |