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 | 12.02% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 640,761 | 332,750 | 50,104 CHF | 29,348 CHF | 99.80% | 99.80% |
19/11/2024 | 12.57% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 673,981 | 350,481 | 50,247 CHF | 29,636 CHF | 99.71% | 99.71% |
18/11/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 615,338 | 315,339 | 50,323 CHF | 28,931 CHF | 99.70% | 99.70% |
15/11/2024 | 10.80% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 586,310 | 303,076 | 51,356 CHF | 29,585 CHF | 99.81% | 99.81% |
14/11/2024 | 11.07% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 597,320 | 303,289 | 50,999 CHF | 28,933 CHF | 99.80% | 99.80% |
13/11/2024 | 10.81% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 587,353 | 304,146 | 51,415 CHF | 29,671 CHF | 99.80% | 99.80% |
12/11/2024 | 10.89% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 583,920 | 299,295 | 50,730 CHF | 29,009 CHF | 99.49% | 99.49% |
11/11/2024 | 10.76% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 585,684 | 300,000 | 51,494 CHF | 29,388 CHF | 99.72% | 99.72% |
08/11/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 559,579 | 340,497 | 51,378 CHF | 35,059 CHF | 99.80% | 99.80% |
07/11/2024 | 8.71% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 474,155 | 474,155 | 52,087 CHF | 56,829 CHF | 95.66% | 95.66% |