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 | 14.73% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 38,512 CHF | 14,837 CHF | 99.38% | 99.38% |
19/11/2024 | 14.07% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 39,905 CHF | 15,302 CHF | 99.37% | 99.37% |
18/11/2024 | 14.57% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 38,392 CHF | 14,797 CHF | 99.22% | 99.22% |
15/11/2024 | 11.43% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 50,043 CHF | 18,681 CHF | 99.37% | 99.37% |
14/11/2024 | 11.15% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 50,993 CHF | 18,998 CHF | 99.38% | 99.38% |
13/11/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 48,043 CHF | 18,014 CHF | 99.37% | 99.37% |
12/11/2024 | 10.79% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 52,710 CHF | 19,570 CHF | 99.37% | 99.37% |
11/11/2024 | 9.24% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 62,078 CHF | 22,693 CHF | 99.37% | 99.37% |
08/11/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 60,154 CHF | 22,051 CHF | 99.38% | 99.38% |
07/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 65,933 CHF | 23,978 CHF | 99.28% | 99.28% |