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 | 8.89% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 753,194 | 251,065 | 81,447 CHF | 29,660 CHF | 98.94% | 98.94% |
19/11/2024 | 9.26% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 749,073 | 249,691 | 77,444 CHF | 28,312 CHF | 95.77% | 95.77% |
18/11/2024 | 4.88% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 585,094 | 195,031 | 116,996 CHF | 40,949 CHF | 97.05% | 97.05% |
15/11/2024 | 3.88% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 463,346 | 154,449 | 117,248 CHF | 40,627 CHF | 94.80% | 94.80% |
14/11/2024 | 3.05% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,768 CHF | 50,423 CHF | 98.16% | 98.16% |
13/11/2024 | 6.75% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 740,256 | 246,752 | 106,330 CHF | 37,911 CHF | 98.28% | 98.28% |
12/11/2024 | 5.24% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 613,963 | 204,654 | 114,502 CHF | 40,214 CHF | 98.38% | 98.38% |
11/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,217 CHF | 53,739 CHF | 98.74% | 98.74% |
08/11/2024 | 4.29% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,860 CHF | 47,953 CHF | 97.69% | 97.69% |
07/11/2024 | 3.75% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 157,898 CHF | 54,633 CHF | 98.16% | 98.16% |