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 | 10.75% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 132,305 CHF | 19,641 CHF | 99.37% | 99.37% |
19/11/2024 | 10.79% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 132,028 CHF | 19,604 CHF | 99.37% | 99.37% |
18/11/2024 | 10.24% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 139,214 CHF | 20,562 CHF | 99.22% | 99.22% |
15/11/2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 156,923 CHF | 22,923 CHF | 98.94% | 98.94% |
14/11/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 150,243 CHF | 22,032 CHF | 99.37% | 99.37% |
13/11/2024 | 9.28% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 154,457 CHF | 22,594 CHF | 99.38% | 99.38% |
12/11/2024 | 9.13% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 157,043 CHF | 22,939 CHF | 99.37% | 99.37% |
11/11/2024 | 8.54% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 168,253 CHF | 24,434 CHF | 99.37% | 99.37% |
08/11/2024 | 8.68% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 165,298 CHF | 24,040 CHF | 99.37% | 99.37% |
07/11/2024 | 8.39% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 171,654 CHF | 24,887 CHF | 99.29% | 99.29% |