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 | 11.63% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 778,827 | 259,609 | 63,431 CHF | 23,740 CHF | 98.32% | 98.32% |
19/11/2024 | 13.81% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 892,370 | 297,457 | 60,413 CHF | 23,112 CHF | 98.96% | 98.96% |
18/11/2024 | 11.62% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 778,781 | 259,594 | 63,167 CHF | 23,651 CHF | 98.48% | 98.48% |
15/11/2024 | 8.69% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 666,014 | 222,005 | 73,493 CHF | 26,718 CHF | 98.75% | 98.75% |
14/11/2024 | 7.80% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 74,006 CHF | 26,669 CHF | 96.54% | 96.54% |
13/11/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 80,978 CHF | 29,493 CHF | 97.23% | 97.23% |
12/11/2024 | 10.35% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,827 CHF | 25,442 CHF | 90.74% | 90.74% |
11/11/2024 | 8.73% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 724,639 | 241,546 | 79,390 CHF | 28,879 CHF | 97.68% | 97.68% |
08/11/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 603,915 | 201,305 | 75,469 CHF | 27,170 CHF | 91.40% | 91.40% |
07/11/2024 | 8.50% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 749,492 | 249,970 | 84,542 CHF | 30,696 CHF | 97.07% | 97.07% |