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 | 11.21% | 0.08 CHF | 0.09 CHF | 250,000 | 100,000 | 250,000 | 97,501 | 21,129 CHF | 9,202 CHF | 99.38% | 99.38% |
19/11/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 250,000 | 75,000 | 250,000 | 94,377 | 21,213 CHF | 8,904 CHF | 99.38% | 99.38% |
18/11/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 24,976 CHF | 8,243 CHF | 99.38% | 99.38% |
15/11/2024 | 8.51% | 0.10 CHF | 0.11 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 28,194 CHF | 9,208 CHF | 99.36% | 99.36% |
14/11/2024 | 8.35% | 0.13 CHF | 0.14 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 28,749 CHF | 9,375 CHF | 99.38% | 99.38% |
13/11/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 27,095 CHF | 8,879 CHF | 99.38% | 99.38% |
12/11/2024 | 8.90% | 0.11 CHF | 0.12 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 26,903 CHF | 8,821 CHF | 99.15% | 99.15% |
11/11/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 30,262 CHF | 9,829 CHF | 99.38% | 99.38% |
08/11/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 29,746 CHF | 9,674 CHF | 99.37% | 99.37% |
07/11/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 32,587 CHF | 10,526 CHF | 96.22% | 96.22% |