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 | 9.59% | 0.09 CHF | 0.10 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 44,776 CHF | 49,276 CHF | 100.00% | 100.00% |
19/11/2024 | 9.73% | 0.10 CHF | 0.11 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 39,230 CHF | 43,230 CHF | 100.00% | 100.00% |
18/11/2024 | 9.22% | 0.11 CHF | 0.12 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 41,474 CHF | 45,474 CHF | 100.00% | 100.00% |
15/11/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 39,748 CHF | 43,248 CHF | 100.00% | 100.00% |
14/11/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 46,453 CHF | 50,453 CHF | 100.00% | 100.00% |
13/11/2024 | 8.18% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 41,091 CHF | 44,591 CHF | 100.00% | 100.00% |
12/11/2024 | 7.18% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 40,415 CHF | 43,415 CHF | 100.00% | 100.00% |
11/11/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 50,905 CHF | 54,405 CHF | 100.00% | 100.00% |
08/11/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 39,874 CHF | 42,874 CHF | 100.00% | 100.00% |
07/11/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 51,852 CHF | 55,352 CHF | 100.00% | 100.00% |