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 | 8.57% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 466,281 | 466,281 | 52,035 CHF | 56,698 CHF | 99.80% | 99.80% |
19/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 471,815 | 471,814 | 51,891 CHF | 56,609 CHF | 99.70% | 99.70% |
18/11/2024 | 9.46% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,057 | 498,057 | 50,201 CHF | 55,181 CHF | 99.70% | 99.70% |
15/11/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,065 CHF | 55,065 CHF | 99.79% | 99.79% |
14/11/2024 | 9.18% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 489,713 | 489,712 | 50,921 CHF | 55,818 CHF | 99.81% | 99.81% |
13/11/2024 | 9.19% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 490,608 | 490,607 | 50,985 CHF | 55,891 CHF | 99.79% | 99.79% |
12/11/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 471,149 | 471,149 | 51,710 CHF | 56,421 CHF | 99.49% | 99.49% |
11/11/2024 | 9.19% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 490,358 | 490,357 | 50,961 CHF | 55,864 CHF | 99.72% | 99.72% |
08/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,010 CHF | 55,010 CHF | 99.80% | 99.80% |
07/11/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 501,228 | 492,250 | 49,990 CHF | 54,043 CHF | 95.66% | 95.66% |