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 | 10.11% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 891,000 | 298,134 | 84,042 CHF | 31,086 CHF | 88.19% | 88.19% |
19/11/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 978,991 | 378,991 | 77,064 CHF | 33,496 CHF | 88.32% | 88.32% |
18/11/2024 | 11.14% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 906,525 | 306,525 | 77,193 CHF | 29,134 CHF | 89.46% | 89.46% |
15/11/2024 | 8.16% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 756,788 | 252,263 | 89,137 CHF | 32,235 CHF | 93.27% | 93.27% |
14/11/2024 | 7.76% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 756,877 | 252,292 | 94,040 CHF | 33,870 CHF | 90.30% | 90.30% |
13/11/2024 | 7.64% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 767,728 | 255,909 | 96,919 CHF | 34,866 CHF | 96.34% | 96.34% |
12/11/2024 | 6.68% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,779 CHF | 38,760 CHF | 94.50% | 94.50% |
11/11/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 606,870 | 202,290 | 123,365 CHF | 43,145 CHF | 92.98% | 92.98% |
08/11/2024 | 6.21% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 749,020 | 249,673 | 117,336 CHF | 41,609 CHF | 95.76% | 95.76% |
07/11/2024 | 5.63% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 687,973 | 229,324 | 119,672 CHF | 42,184 CHF | 95.15% | 95.15% |