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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 10.80% | 0.09 CHF | 0.10 CHF | 500,000 | 250,000 | 435,522 | 129,396 | 50,039 CHF | 15,985 CHF | 99.46% | 99.46% |
20/11/2024 | 8.32% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 397,247 | 129,506 | 50,639 CHF | 17,680 CHF | 99.15% | 99.15% |
19/11/2024 | 7.79% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 380,498 | 129,761 | 50,668 CHF | 19,146 CHF | 98.28% | 98.28% |
18/11/2024 | 11.74% | 0.10 CHF | 0.11 CHF | 500,000 | 250,000 | 499,781 | 129,234 | 45,950 CHF | 13,430 CHF | 98.54% | 98.54% |
15/11/2024 | 10.04% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 459,562 | 130,473 | 50,514 CHF | 15,659 CHF | 95.82% | 95.82% |
14/11/2024 | 14.90% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 129,569 | 36,727 CHF | 11,247 CHF | 98.86% | 98.86% |
13/11/2024 | 10.76% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 131,837 | 46,988 CHF | 13,307 CHF | 93.45% | 93.45% |
12/11/2024 | 12.86% | 0.09 CHF | 0.10 CHF | 500,000 | 250,000 | 499,974 | 130,575 | 44,633 CHF | 13,015 CHF | 95.63% | 95.63% |
11/11/2024 | 8.66% | 0.09 CHF | 0.10 CHF | 500,000 | 250,000 | 399,236 | 129,383 | 49,774 CHF | 16,815 CHF | 99.10% | 99.10% |
08/11/2024 | 7.31% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 290,089 | 129,791 | 50,643 CHF | 23,804 CHF | 98.21% | 98.21% |