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 | 10.29% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,251 | 250,084 | 69,261 CHF | 25,588 CHF | 99.67% | 99.67% |
19/11/2024 | 11.73% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 869,278 | 289,759 | 70,110 CHF | 26,268 CHF | 99.26% | 99.26% |
18/11/2024 | 10.81% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 888,371 | 296,124 | 77,912 CHF | 28,932 CHF | 99.22% | 99.22% |
15/11/2024 | 9.12% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 78,776 CHF | 28,759 CHF | 99.39% | 99.39% |
14/11/2024 | 10.19% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 848,212 | 282,737 | 79,163 CHF | 29,215 CHF | 98.00% | 98.00% |
13/11/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,847 CHF | 27,782 CHF | 99.38% | 99.38% |
12/11/2024 | 11.53% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 885,806 | 295,269 | 72,454 CHF | 27,104 CHF | 93.48% | 93.48% |
11/11/2024 | 13.44% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 979,776 | 379,776 | 68,150 CHF | 30,174 CHF | 98.27% | 98.27% |
08/11/2024 | 14.59% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 63,864 CHF | 29,546 CHF | 99.25% | 99.25% |
07/11/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 59,166 CHF | 27,666 CHF | 98.61% | 98.61% |