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 | 10.60% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 578,571 | 300,000 | 51,695 CHF | 29,811 CHF | 99.81% | 99.81% |
19/11/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 600,937 | 302,882 | 50,849 CHF | 28,655 CHF | 99.70% | 99.70% |
18/11/2024 | 9.89% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 527,287 | 427,236 | 50,641 CHF | 45,873 CHF | 99.70% | 99.70% |
15/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.80% | 99.80% |
14/11/2024 | 8.95% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 484,830 | 477,478 | 51,752 CHF | 55,792 CHF | 99.80% | 99.80% |
13/11/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 585,893 | 300,767 | 51,412 CHF | 29,413 CHF | 99.81% | 99.81% |
12/11/2024 | 10.89% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 590,904 | 300,667 | 51,324 CHF | 29,134 CHF | 99.49% | 99.49% |
11/11/2024 | 12.17% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 654,596 | 339,536 | 50,492 CHF | 29,586 CHF | 99.70% | 99.70% |
08/11/2024 | 14.95% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 820,068 | 415,023 | 50,758 CHF | 29,852 CHF | 99.80% | 99.80% |
07/11/2024 | 13.24% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 711,741 | 369,292 | 50,216 CHF | 29,751 CHF | 95.67% | 95.67% |