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 | 21.20% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 20,800 CHF | 8,433 CHF | 98.68% | 98.68% |
19/11/2024 | 14.81% | 0.06 CHF | 0.07 CHF | 450,000 | 150,000 | 450,000 | 149,998 | 28,482 CHF | 10,994 CHF | 99.38% | 99.38% |
18/11/2024 | 12.15% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 35,871 CHF | 13,457 CHF | 99.25% | 99.25% |
15/11/2024 | 15.20% | 0.05 CHF | 0.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 27,636 CHF | 10,712 CHF | 99.38% | 99.38% |
14/11/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 31,168 CHF | 11,889 CHF | 99.38% | 99.38% |
13/11/2024 | 15.94% | 0.06 CHF | 0.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 26,103 CHF | 10,201 CHF | 99.37% | 99.37% |
12/11/2024 | 13.00% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 32,451 CHF | 12,317 CHF | 99.37% | 99.37% |
11/11/2024 | 12.55% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 33,894 CHF | 12,798 CHF | 99.38% | 99.38% |
08/11/2024 | 14.04% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 30,141 CHF | 11,547 CHF | 99.37% | 99.37% |
07/11/2024 | 11.50% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 37,252 CHF | 13,917 CHF | 98.37% | 98.37% |