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 | 14.94% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 30,093 | 31,102 CHF | 2,216 CHF | 93.92% | 93.92% |
19/11/2024 | 17.89% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 29,800 | 25,537 CHF | 1,812 CHF | 99.65% | 99.65% |
18/11/2024 | 15.23% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 32,121 | 30,939 CHF | 2,210 CHF | 67.15% | 67.15% |
15/11/2024 | 11.07% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 29,797 | 42,974 CHF | 2,791 CHF | 99.66% | 99.66% |
14/11/2024 | 7.49% | 0.11 CHF | 0.12 CHF | 460,000 | 50,000 | 393,706 | 27,878 | 50,567 CHF | 3,795 CHF | 91.53% | 91.53% |
13/11/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 340,000 | 50,000 | 339,314 | 30,551 | 50,545 CHF | 4,876 CHF | 90.86% | 90.86% |
12/11/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 349,619 | 29,256 | 50,838 CHF | 4,525 CHF | 87.55% | 87.55% |
11/11/2024 | 5.98% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 314,410 | 28,853 | 50,999 CHF | 5,041 CHF | 97.37% | 97.37% |
08/11/2024 | 8.43% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 445,204 | 29,887 | 50,581 CHF | 3,800 CHF | 98.62% | 98.62% |
07/11/2024 | 11.81% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 29,935 | 39,912 CHF | 2,704 CHF | 97.62% | 97.62% |