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 | 9.90% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 144,638 CHF | 15,964 CHF | 99.38% | 99.38% |
19/11/2024 | 9.80% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 145,892 CHF | 16,089 CHF | 99.38% | 99.38% |
18/11/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 151,482 CHF | 16,648 CHF | 99.26% | 99.26% |
15/11/2024 | 10.59% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 134,541 CHF | 14,954 CHF | 99.38% | 99.38% |
14/11/2024 | 10.40% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 137,051 CHF | 15,205 CHF | 99.37% | 99.37% |
13/11/2024 | 11.42% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 124,154 CHF | 13,915 CHF | 99.37% | 99.37% |
12/11/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 120,259 CHF | 13,526 CHF | 99.38% | 99.38% |
11/11/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 120,300 CHF | 13,530 CHF | 99.38% | 99.38% |
08/11/2024 | 14.18% | 0.07 CHF | 0.08 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 98,979 CHF | 11,398 CHF | 99.37% | 99.37% |
07/11/2024 | 14.92% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 94,027 CHF | 10,903 CHF | 98.37% | 98.37% |