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 | 8.03% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 423,169 | 100,000 | 50,548 CHF | 12,996 CHF | 95.85% | 95.85% |
19/11/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 432,255 | 100,000 | 50,498 CHF | 12,735 CHF | 99.33% | 99.33% |
18/11/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 392,965 | 88,969 | 50,638 CHF | 12,342 CHF | 99.97% | 99.97% |
15/11/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 348,716 | 100,000 | 50,739 CHF | 15,564 CHF | 100.00% | 100.00% |
14/11/2024 | 6.50% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 341,744 | 100,000 | 50,890 CHF | 15,913 CHF | 99.09% | 99.09% |
13/11/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 338,636 | 99,143 | 50,947 CHF | 15,935 CHF | 98.94% | 98.94% |
12/11/2024 | 5.24% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 275,464 | 100,000 | 51,169 CHF | 19,608 CHF | 96.49% | 96.49% |
11/11/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 242,419 | 100,000 | 50,304 CHF | 21,759 CHF | 98.15% | 98.15% |
08/11/2024 | 5.32% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 275,977 | 100,000 | 50,440 CHF | 19,332 CHF | 98.85% | 98.85% |
07/11/2024 | 4.68% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 239,152 | 97,611 | 50,500 CHF | 21,689 CHF | 95.95% | 95.95% |