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 | 10.68% | 0.08 CHF | 0.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 22,271 CHF | 9,908 CHF | 99.16% | 99.16% |
19/11/2024 | 10.82% | 0.09 CHF | 0.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 21,981 CHF | 9,792 CHF | 99.00% | 99.17% |
18/11/2024 | 10.61% | 0.10 CHF | 0.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 22,399 CHF | 9,959 CHF | 99.20% | 99.20% |
15/11/2024 | 8.95% | 0.10 CHF | 0.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 26,741 CHF | 11,696 CHF | 99.17% | 99.17% |
14/11/2024 | 8.35% | 0.11 CHF | 0.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 28,734 CHF | 12,494 CHF | 99.16% | 99.16% |
13/11/2024 | 8.15% | 0.11 CHF | 0.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 29,581 CHF | 12,832 CHF | 99.16% | 99.16% |
12/11/2024 | 6.80% | 0.13 CHF | 0.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 35,614 CHF | 15,246 CHF | 99.17% | 99.17% |
11/11/2024 | 6.16% | 0.15 CHF | 0.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 39,382 CHF | 16,753 CHF | 99.17% | 99.17% |
08/11/2024 | 6.33% | 0.14 CHF | 0.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 38,354 CHF | 16,341 CHF | 99.16% | 99.16% |
07/11/2024 | 5.49% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 44,344 CHF | 18,738 CHF | 98.06% | 98.06% |