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 | 30.33% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 21,392 CHF | 9,631 CHF | 99.37% | 99.37% |
19/11/2024 | 29.76% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 21,718 CHF | 9,739 CHF | 99.37% | 99.37% |
18/11/2024 | 25.90% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 26,179 CHF | 11,226 CHF | 99.37% | 99.37% |
15/11/2024 | 19.28% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 35,459 CHF | 14,320 CHF | 99.34% | 99.34% |
14/11/2024 | 15.05% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 46,228 CHF | 17,909 CHF | 99.37% | 99.37% |
13/11/2024 | 15.90% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 43,607 CHF | 17,036 CHF | 99.38% | 99.38% |
12/11/2024 | 16.04% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 43,350 CHF | 16,950 CHF | 99.15% | 99.15% |
11/11/2024 | 15.37% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 45,050 CHF | 17,517 CHF | 99.13% | 99.13% |
08/11/2024 | 14.84% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 47,007 CHF | 18,169 CHF | 99.38% | 99.38% |
07/11/2024 | 13.78% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,913 CHF | 19,471 CHF | 98.56% | 98.56% |