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 | 4.24% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 103,839 CHF | 36,113 CHF | 99.36% | 99.36% |
19/11/2024 | 4.32% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 101,959 CHF | 35,486 CHF | 99.37% | 99.37% |
18/11/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,062 CHF | 34,187 CHF | 98.89% | 98.89% |
15/11/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,953 CHF | 36,818 CHF | 99.37% | 99.37% |
14/11/2024 | 4.66% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 94,382 CHF | 32,961 CHF | 99.37% | 99.37% |
13/11/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,552 CHF | 30,018 CHF | 99.07% | 99.07% |
12/11/2024 | 7.28% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 59,739 CHF | 21,413 CHF | 99.37% | 99.37% |
11/11/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 50,657 CHF | 18,386 CHF | 99.37% | 99.37% |
08/11/2024 | 12.14% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 506,688 | 150,000 | 38,815 CHF | 13,292 CHF | 99.37% | 99.37% |
07/11/2024 | 11.00% | 0.07 CHF | 0.08 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 130,715 CHF | 14,572 CHF | 99.30% | 99.30% |