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 | 22.22% | 0.04 CHF | 0.05 CHF | 250,000 | 150,000 | 250,000 | 150,000 | 10,000 CHF | 7,500 CHF | 99.38% | 99.38% |
19/11/2024 | 21.59% | 0.04 CHF | 0.05 CHF | 250,000 | 150,000 | 250,000 | 144,321 | 10,390 CHF | 7,394 CHF | 99.38% | 99.38% |
18/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 12,500 CHF | 6,000 CHF | 99.38% | 99.38% |
15/11/2024 | 14.70% | 0.05 CHF | 0.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 15,857 CHF | 7,343 CHF | 99.36% | 99.36% |
14/11/2024 | 14.40% | 0.07 CHF | 0.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 16,199 CHF | 7,480 CHF | 99.38% | 99.38% |
13/11/2024 | 15.57% | 0.06 CHF | 0.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 14,837 CHF | 6,935 CHF | 99.38% | 99.38% |
12/11/2024 | 15.57% | 0.06 CHF | 0.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 14,847 CHF | 6,939 CHF | 99.15% | 99.15% |
11/11/2024 | 13.29% | 0.07 CHF | 0.08 CHF | 250,000 | 100,000 | 250,000 | 99,887 | 17,573 CHF | 8,019 CHF | 99.38% | 99.38% |
08/11/2024 | 13.47% | 0.07 CHF | 0.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 17,338 CHF | 7,935 CHF | 99.37% | 99.37% |
07/11/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 250,000 | 75,000 | 250,000 | 77,457 | 19,784 CHF | 6,885 CHF | 96.22% | 96.22% |