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 | 17.73% | 0.05 CHF | 0.06 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 38,710 CHF | 7,702 CHF | 98.83% | 98.83% |
19/11/2024 | 18.12% | 0.05 CHF | 0.06 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 38,056 CHF | 7,593 CHF | 99.17% | 99.17% |
18/11/2024 | 18.76% | 0.06 CHF | 0.07 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 36,651 CHF | 7,358 CHF | 99.22% | 99.22% |
15/11/2024 | 17.01% | 0.05 CHF | 0.06 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 40,653 CHF | 8,025 CHF | 99.17% | 99.17% |
14/11/2024 | 15.31% | 0.06 CHF | 0.07 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 45,290 CHF | 8,798 CHF | 99.15% | 99.15% |
13/11/2024 | 15.20% | 0.06 CHF | 0.07 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 45,780 CHF | 8,880 CHF | 98.96% | 98.96% |
12/11/2024 | 13.87% | 0.07 CHF | 0.08 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 50,785 CHF | 9,714 CHF | 99.16% | 99.16% |
11/11/2024 | 12.98% | 0.08 CHF | 0.09 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 54,195 CHF | 10,283 CHF | 99.17% | 99.17% |
08/11/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 51,673 CHF | 9,862 CHF | 99.17% | 99.17% |
07/11/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 52,801 CHF | 10,050 CHF | 97.77% | 97.77% |