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 | 12.90% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 889,151 | 296,384 | 64,640 CHF | 24,510 CHF | 99.38% | 99.38% |
19/11/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,971 CHF | 25,157 CHF | 96.68% | 96.68% |
18/11/2024 | 9.43% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,860 CHF | 27,787 CHF | 97.55% | 97.55% |
15/11/2024 | 11.25% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 872,463 | 290,821 | 73,457 CHF | 27,394 CHF | 96.50% | 96.50% |
14/11/2024 | 14.61% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 980,055 | 380,055 | 62,544 CHF | 27,908 CHF | 99.41% | 99.41% |
13/11/2024 | 14.84% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 991,710 | 391,710 | 62,080 CHF | 28,397 CHF | 98.73% | 98.73% |
12/11/2024 | 16.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 55,898 CHF | 26,359 CHF | 99.39% | 99.39% |
11/11/2024 | 17.95% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 50,843 CHF | 24,337 CHF | 99.31% | 99.31% |
08/11/2024 | 15.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 58,357 CHF | 27,343 CHF | 99.39% | 99.39% |
07/11/2024 | 15.21% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 60,836 CHF | 28,335 CHF | 98.62% | 98.62% |