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 | 17.14% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 25,355 CHF | 9,952 CHF | 98.68% | 98.68% |
19/11/2024 | 13.03% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 32,664 CHF | 12,388 CHF | 99.38% | 99.38% |
18/11/2024 | 11.28% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 37,925 CHF | 14,142 CHF | 99.25% | 99.25% |
15/11/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 40,600 CHF | 15,034 CHF | 99.38% | 99.38% |
14/11/2024 | 10.15% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 42,221 CHF | 15,574 CHF | 99.38% | 99.38% |
13/11/2024 | 13.35% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 31,536 CHF | 12,012 CHF | 99.38% | 99.38% |
12/11/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 37,122 CHF | 13,874 CHF | 99.38% | 99.38% |
11/11/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 40,456 CHF | 14,986 CHF | 99.38% | 99.38% |
08/11/2024 | 13.01% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 32,544 CHF | 12,348 CHF | 99.38% | 99.38% |
07/11/2024 | 10.13% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 42,222 CHF | 15,574 CHF | 98.37% | 98.37% |