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 | 13.34% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 105,294 CHF | 20,049 CHF | 99.38% | 99.38% |
19/11/2024 | 15.05% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 92,428 CHF | 17,905 CHF | 99.37% | 99.37% |
18/11/2024 | 14.70% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 94,985 CHF | 18,331 CHF | 99.38% | 99.38% |
15/11/2024 | 14.60% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 95,726 CHF | 18,454 CHF | 99.37% | 99.37% |
14/11/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 88,634 CHF | 17,272 CHF | 99.38% | 99.38% |
13/11/2024 | 16.76% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 82,635 CHF | 16,273 CHF | 99.37% | 99.37% |
12/11/2024 | 13.35% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 104,967 CHF | 19,995 CHF | 99.15% | 99.15% |
11/11/2024 | 10.93% | 0.08 CHF | 0.09 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 130,105 CHF | 24,184 CHF | 99.38% | 99.38% |
08/11/2024 | 11.21% | 0.08 CHF | 0.09 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 126,762 CHF | 23,627 CHF | 99.38% | 99.38% |
07/11/2024 | 10.03% | 0.10 CHF | 0.11 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 142,530 CHF | 26,255 CHF | 98.58% | 98.58% |