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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 11.33% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 24,996 CHF | 9,332 CHF | 99.37% | 99.37% |
22/11/2024 | 11.55% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 24,489 CHF | 9,163 CHF | 99.15% | 99.15% |
20/11/2024 | 11.50% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 24,604 CHF | 9,201 CHF | 99.38% | 99.38% |
19/11/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 22,778 CHF | 8,593 CHF | 99.38% | 99.38% |
18/11/2024 | 11.32% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 25,041 CHF | 9,347 CHF | 99.23% | 99.23% |
15/11/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 29,565 CHF | 10,855 CHF | 99.37% | 99.37% |
14/11/2024 | 9.03% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 31,734 CHF | 11,578 CHF | 99.37% | 99.37% |
13/11/2024 | 10.17% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 28,023 CHF | 10,341 CHF | 99.38% | 99.38% |
12/11/2024 | 9.56% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 29,885 CHF | 10,962 CHF | 99.37% | 99.37% |
11/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 33,002 CHF | 12,001 CHF | 99.37% | 99.37% |