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 | 14.01% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,028 CHF | 19,176 CHF | 99.38% | 99.38% |
19/11/2024 | 16.61% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 41,711 CHF | 16,404 CHF | 99.37% | 99.37% |
18/11/2024 | 15.91% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 43,581 CHF | 17,027 CHF | 99.38% | 99.38% |
15/11/2024 | 16.52% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 41,954 CHF | 16,485 CHF | 99.36% | 99.36% |
14/11/2024 | 17.03% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 40,598 CHF | 16,033 CHF | 99.38% | 99.38% |
13/11/2024 | 19.20% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 35,603 CHF | 14,368 CHF | 99.37% | 99.37% |
12/11/2024 | 15.16% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 45,805 CHF | 17,768 CHF | 99.16% | 99.16% |
11/11/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 747,870 | 249,290 | 59,706 CHF | 22,395 CHF | 99.38% | 99.38% |
08/11/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 59,833 CHF | 22,444 CHF | 99.38% | 99.38% |
07/11/2024 | 10.66% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 643,730 | 214,577 | 57,254 CHF | 21,231 CHF | 98.58% | 98.58% |