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 | 6.83% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 357,427 | 100,000 | 50,564 CHF | 15,165 CHF | 100.00% | 100.00% |
19/11/2024 | 7.31% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 345,596 | 98,650 | 49,846 CHF | 15,245 CHF | 100.00% | 100.00% |
18/11/2024 | 7.22% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 379,337 | 100,000 | 50,617 CHF | 14,366 CHF | 100.00% | 100.00% |
15/11/2024 | 9.20% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 425,838 | 98,303 | 49,470 CHF | 12,436 CHF | 100.00% | 100.00% |
14/11/2024 | 10.59% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 495,322 | 99,349 | 46,271 CHF | 10,282 CHF | 99.28% | 99.28% |
13/11/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 443,304 | 99,355 | 50,043 CHF | 12,256 CHF | 87.09% | 87.09% |
12/11/2024 | 7.74% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 406,894 | 100,000 | 50,565 CHF | 13,465 CHF | 100.00% | 100.00% |
11/11/2024 | 6.09% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 320,797 | 100,000 | 51,113 CHF | 16,960 CHF | 100.00% | 100.00% |
08/11/2024 | 5.78% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 303,155 | 100,000 | 50,935 CHF | 17,842 CHF | 100.00% | 100.00% |
07/11/2024 | 5.82% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 298,870 | 99,694 | 50,766 CHF | 17,999 CHF | 100.00% | 100.00% |