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 | 6.07% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,811 CHF | 33,937 CHF | 99.00% | 99.00% |
19/11/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,858 CHF | 33,953 CHF | 99.44% | 99.44% |
18/11/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 90,300 CHF | 32,100 CHF | 97.69% | 97.69% |
15/11/2024 | 7.25% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 79,888 CHF | 28,629 CHF | 99.44% | 99.44% |
14/11/2024 | 7.34% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 78,744 CHF | 28,248 CHF | 99.09% | 99.09% |
13/11/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 72,183 CHF | 26,061 CHF | 96.57% | 96.57% |
12/11/2024 | 7.90% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 73,010 CHF | 26,337 CHF | 96.35% | 96.35% |
11/11/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 83,165 CHF | 29,722 CHF | 98.66% | 98.66% |
08/11/2024 | 9.31% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 61,642 CHF | 22,547 CHF | 90.62% | 90.62% |
07/11/2024 | 11.41% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 49,811 CHF | 18,604 CHF | 98.68% | 98.68% |