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 | 10.34% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 137,954 CHF | 20,394 CHF | 99.37% | 99.37% |
19/11/2024 | 9.50% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 150,429 CHF | 22,057 CHF | 99.37% | 99.37% |
18/11/2024 | 10.46% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 136,097 CHF | 20,146 CHF | 99.22% | 99.22% |
15/11/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 135,557 CHF | 20,074 CHF | 98.96% | 98.96% |
14/11/2024 | 10.90% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 130,468 CHF | 19,396 CHF | 99.37% | 99.37% |
13/11/2024 | 12.41% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 114,009 CHF | 17,201 CHF | 99.37% | 99.37% |
12/11/2024 | 8.97% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 160,035 CHF | 23,338 CHF | 99.37% | 99.37% |
11/11/2024 | 9.18% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 156,342 CHF | 22,846 CHF | 99.38% | 99.38% |
08/11/2024 | 10.45% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 136,194 CHF | 20,159 CHF | 99.38% | 99.38% |
07/11/2024 | 11.43% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 124,524 CHF | 18,603 CHF | 99.28% | 99.28% |