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 | 14.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 812,459 | 415,095 | 50,697 CHF | 30,072 CHF | 100.00% | 100.00% |
19/11/2024 | 13.06% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 706,005 | 376,101 | 50,543 CHF | 31,042 CHF | 99.89% | 99.89% |
18/11/2024 | 10.13% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 547,491 | 372,549 | 51,272 CHF | 39,160 CHF | 99.88% | 99.88% |
15/11/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 567,813 | 337,680 | 51,247 CHF | 34,145 CHF | 100.00% | 100.00% |
14/11/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 643,964 | 332,531 | 50,440 CHF | 29,361 CHF | 100.00% | 100.00% |
13/11/2024 | 12.34% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 666,282 | 343,074 | 50,654 CHF | 29,507 CHF | 100.00% | 100.00% |
12/11/2024 | 10.92% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 586,022 | 334,246 | 50,744 CHF | 32,634 CHF | 99.70% | 99.70% |
11/11/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 499,081 | 466,524 | 51,130 CHF | 52,818 CHF | 99.90% | 99.90% |
08/11/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 632,076 | 323,849 | 50,705 CHF | 29,202 CHF | 100.00% | 100.00% |
07/11/2024 | 9.60% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 513,593 | 405,745 | 50,913 CHF | 45,391 CHF | 99.90% | 99.90% |