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 | 18.80% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 36,392 CHF | 14,631 CHF | 99.38% | 99.38% |
19/11/2024 | 18.60% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 36,725 CHF | 14,742 CHF | 99.37% | 99.37% |
18/11/2024 | 16.78% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 41,550 CHF | 16,350 CHF | 99.37% | 99.37% |
15/11/2024 | 14.13% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 49,605 CHF | 19,035 CHF | 99.34% | 99.34% |
14/11/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 59,747 CHF | 22,416 CHF | 99.37% | 99.37% |
13/11/2024 | 12.84% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 54,880 CHF | 20,793 CHF | 99.38% | 99.38% |
12/11/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 53,661 CHF | 20,387 CHF | 99.15% | 99.15% |
11/11/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 57,103 CHF | 21,534 CHF | 99.13% | 99.13% |
08/11/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 59,376 CHF | 22,292 CHF | 99.38% | 99.38% |
07/11/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,165 CHF | 22,555 CHF | 98.56% | 98.56% |