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 | 10.85% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 26,201 CHF | 9,734 CHF | 99.37% | 99.37% |
19/11/2024 | 9.37% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 30,643 CHF | 11,214 CHF | 99.37% | 99.37% |
18/11/2024 | 11.59% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 24,493 CHF | 9,164 CHF | 99.22% | 99.22% |
15/11/2024 | 13.77% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,317 CHF | 7,772 CHF | 99.37% | 99.37% |
14/11/2024 | 14.94% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,593 CHF | 7,198 CHF | 99.37% | 99.37% |
13/11/2024 | 12.05% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 23,476 CHF | 8,825 CHF | 99.37% | 99.37% |
12/11/2024 | 12.86% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,866 CHF | 8,289 CHF | 99.37% | 99.37% |
11/11/2024 | 14.52% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,185 CHF | 7,395 CHF | 99.37% | 99.37% |
08/11/2024 | 12.27% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 364,760 | 100,000 | 27,709 CHF | 8,660 CHF | 99.38% | 99.38% |
07/11/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 104,567 CHF | 7,971 CHF | 99.29% | 99.29% |