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 | 7.75% | 0.14 CHF | 0.15 CHF | 1,500,000 | 150,000 | 1,500,000 | 148,393 | 188,588 CHF | 20,102 CHF | 99.37% | 99.37% |
19/11/2024 | 7.74% | 0.12 CHF | 0.13 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 187,736 CHF | 20,274 CHF | 99.37% | 99.37% |
18/11/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 1,500,000 | 150,000 | 1,500,000 | 152,142 | 163,296 CHF | 18,044 CHF | 99.23% | 99.23% |
15/11/2024 | 10.51% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 186,194 | 135,517 CHF | 18,629 CHF | 99.37% | 99.37% |
14/11/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 126,941 CHF | 18,926 CHF | 99.37% | 99.37% |
13/11/2024 | 10.37% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 137,299 CHF | 20,307 CHF | 99.37% | 99.37% |
12/11/2024 | 11.55% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 122,620 CHF | 18,349 CHF | 99.37% | 99.37% |
11/11/2024 | 13.84% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 101,357 CHF | 15,514 CHF | 99.37% | 99.37% |
08/11/2024 | 12.64% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 111,603 CHF | 16,880 CHF | 99.38% | 99.38% |
07/11/2024 | 13.05% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 107,908 CHF | 16,388 CHF | 99.28% | 99.28% |