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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 11.65% | 0.09 CHF | 0.10 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 61,494 CHF | 11,499 CHF | 99.16% | 99.16% |
22/11/2024 | 14.49% | 0.08 CHF | 0.09 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 48,495 CHF | 9,332 CHF | 99.17% | 99.17% |
20/11/2024 | 14.04% | 0.06 CHF | 0.07 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 49,906 CHF | 9,568 CHF | 99.17% | 99.17% |
19/11/2024 | 15.05% | 0.06 CHF | 0.07 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 46,218 CHF | 8,953 CHF | 99.16% | 99.16% |
18/11/2024 | 13.21% | 0.07 CHF | 0.08 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 53,080 CHF | 10,097 CHF | 98.77% | 98.77% |
15/11/2024 | 12.81% | 0.09 CHF | 0.10 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 55,013 CHF | 10,419 CHF | 99.17% | 99.17% |
14/11/2024 | 10.63% | 0.08 CHF | 0.09 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 66,862 CHF | 12,394 CHF | 99.15% | 99.15% |
13/11/2024 | 11.46% | 0.09 CHF | 0.10 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 61,821 CHF | 11,554 CHF | 98.93% | 98.93% |
12/11/2024 | 9.36% | 0.09 CHF | 0.10 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 76,997 CHF | 14,083 CHF | 99.16% | 99.16% |
11/11/2024 | 8.42% | 0.12 CHF | 0.13 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 85,504 CHF | 15,501 CHF | 99.16% | 99.16% |