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 | 9.76% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 48,807 CHF | 53,807 CHF | 99.58% | 99.58% |
19/11/2024 | 10.41% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 45,582 CHF | 50,582 CHF | 99.49% | 99.49% |
18/11/2024 | 9.19% | 0.11 CHF | 0.12 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 46,838 CHF | 51,338 CHF | 99.58% | 99.58% |
15/11/2024 | 9.03% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 52,999 CHF | 57,999 CHF | 98.96% | 98.96% |
14/11/2024 | 10.31% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 46,103 CHF | 51,103 CHF | 99.48% | 99.48% |
13/11/2024 | 9.79% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 48,670 CHF | 53,670 CHF | 99.52% | 99.52% |
12/11/2024 | 8.93% | 0.09 CHF | 0.10 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 42,878 CHF | 46,878 CHF | 99.55% | 99.55% |
11/11/2024 | 7.20% | 0.13 CHF | 0.14 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 60,342 CHF | 64,842 CHF | 99.59% | 99.59% |
08/11/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 37,520 CHF | 40,520 CHF | 99.17% | 99.21% |
07/11/2024 | 6.03% | 0.17 CHF | 0.18 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 56,458 CHF | 59,958 CHF | 99.54% | 99.54% |