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 | 18.08% | 0.05 CHF | 0.06 CHF | 250,000 | 150,000 | 250,000 | 150,000 | 12,595 CHF | 9,057 CHF | 99.38% | 99.38% |
19/11/2024 | 17.72% | 0.05 CHF | 0.06 CHF | 250,000 | 150,000 | 250,000 | 146,203 | 12,909 CHF | 8,980 CHF | 99.38% | 99.38% |
18/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 250,000 | 100,000 | 250,000 | 100,479 | 15,000 CHF | 7,034 CHF | 99.37% | 99.37% |
15/11/2024 | 12.87% | 0.06 CHF | 0.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 18,275 CHF | 8,310 CHF | 99.36% | 99.36% |
14/11/2024 | 12.58% | 0.08 CHF | 0.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 18,699 CHF | 8,480 CHF | 99.38% | 99.38% |
13/11/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 17,487 CHF | 7,995 CHF | 99.38% | 99.38% |
12/11/2024 | 13.41% | 0.07 CHF | 0.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 17,415 CHF | 7,966 CHF | 99.15% | 99.15% |
11/11/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 20,011 CHF | 9,005 CHF | 99.38% | 99.38% |
08/11/2024 | 11.97% | 0.08 CHF | 0.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 19,681 CHF | 8,872 CHF | 99.37% | 99.37% |
07/11/2024 | 10.65% | 0.09 CHF | 0.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 22,257 CHF | 9,903 CHF | 96.22% | 96.22% |