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 | 13.20% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 42,515 CHF | 16,172 CHF | 99.37% | 99.37% |
19/11/2024 | 11.10% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 51,216 CHF | 19,072 CHF | 99.38% | 99.38% |
18/11/2024 | 11.93% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 47,377 CHF | 17,792 CHF | 99.25% | 99.25% |
15/11/2024 | 12.82% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 43,953 CHF | 16,651 CHF | 99.38% | 99.38% |
14/11/2024 | 11.57% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 48,922 CHF | 18,307 CHF | 99.37% | 99.37% |
13/11/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 49,020 CHF | 18,340 CHF | 99.37% | 99.37% |
12/11/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 47,234 CHF | 17,745 CHF | 99.38% | 99.38% |
11/11/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 41,895 CHF | 15,965 CHF | 99.37% | 99.37% |
08/11/2024 | 12.81% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 43,996 CHF | 16,665 CHF | 99.38% | 99.38% |
07/11/2024 | 12.45% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 45,503 CHF | 17,168 CHF | 98.38% | 98.38% |