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 | 17.80% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 77,041 CHF | 15,340 CHF | 99.38% | 99.38% |
19/11/2024 | 17.54% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 78,462 CHF | 15,577 CHF | 99.37% | 99.37% |
18/11/2024 | 14.91% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 93,453 CHF | 18,075 CHF | 99.22% | 99.22% |
15/11/2024 | 12.07% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 117,108 CHF | 22,018 CHF | 99.37% | 99.37% |
14/11/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 148,143 CHF | 27,191 CHF | 99.38% | 99.38% |
13/11/2024 | 9.48% | 0.10 CHF | 0.11 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 150,777 CHF | 27,630 CHF | 99.37% | 99.37% |
12/11/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 178,791 CHF | 32,299 CHF | 99.37% | 99.37% |
11/11/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 1,500,000 | 250,000 | 1,499,980 | 250,000 | 202,818 CHF | 36,303 CHF | 99.37% | 99.37% |
08/11/2024 | 8.54% | 0.12 CHF | 0.13 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 168,397 CHF | 30,566 CHF | 99.37% | 99.37% |
07/11/2024 | 9.35% | 0.11 CHF | 0.12 CHF | 1,500,000 | 250,000 | 1,500,000 | 249,978 | 153,841 CHF | 28,138 CHF | 99.29% | 99.29% |