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 | 11.86% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 631,400 | 327,715 | 50,065 CHF | 29,262 CHF | 99.80% | 99.80% |
19/11/2024 | 11.01% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 596,828 | 303,041 | 51,225 CHF | 29,045 CHF | 99.72% | 99.72% |
18/11/2024 | 12.16% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 652,116 | 338,558 | 50,351 CHF | 29,527 CHF | 99.70% | 99.70% |
15/11/2024 | 12.54% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 676,273 | 350,636 | 50,541 CHF | 29,712 CHF | 99.79% | 99.79% |
14/11/2024 | 12.07% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 645,188 | 334,759 | 50,215 CHF | 29,403 CHF | 99.80% | 99.80% |
13/11/2024 | 10.63% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 575,771 | 309,458 | 51,309 CHF | 30,710 CHF | 99.81% | 99.81% |
12/11/2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 510,224 | 472,737 | 50,130 CHF | 51,467 CHF | 99.50% | 99.50% |
11/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,186 | 498,186 | 49,819 CHF | 54,801 CHF | 99.71% | 99.71% |
08/11/2024 | 7.92% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 421,376 | 421,376 | 51,110 CHF | 55,323 CHF | 99.80% | 99.80% |
07/11/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 433,972 | 433,973 | 51,190 CHF | 55,529 CHF | 95.70% | 95.70% |