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 | 12.12% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 58,355 CHF | 21,952 CHF | 99.37% | 99.37% |
19/11/2024 | 12.56% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 56,216 CHF | 21,239 CHF | 99.38% | 99.38% |
18/11/2024 | 11.02% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 64,982 CHF | 24,161 CHF | 99.37% | 99.37% |
15/11/2024 | 9.07% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 79,230 CHF | 28,910 CHF | 99.35% | 99.35% |
14/11/2024 | 7.80% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 92,489 CHF | 33,330 CHF | 99.37% | 99.37% |
13/11/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 88,607 CHF | 32,036 CHF | 99.38% | 99.38% |
12/11/2024 | 8.29% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 748,957 | 249,652 | 86,876 CHF | 31,455 CHF | 99.15% | 99.15% |
11/11/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,831 CHF | 32,777 CHF | 99.13% | 99.13% |
08/11/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 743,864 | 247,955 | 91,209 CHF | 32,883 CHF | 99.38% | 99.38% |
07/11/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 697,932 | 232,644 | 89,119 CHF | 32,033 CHF | 98.56% | 98.56% |