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 | 8.09% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 432,721 | 432,721 | 51,306 CHF | 55,633 CHF | 100.00% | 100.00% |
19/11/2024 | 8.50% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 460,504 | 460,504 | 51,874 CHF | 56,479 CHF | 99.89% | 99.89% |
18/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.85% | 99.85% |
15/11/2024 | 9.14% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 488,657 | 488,657 | 51,105 CHF | 55,992 CHF | 100.00% | 100.00% |
14/11/2024 | 9.31% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 493,540 | 493,540 | 50,614 CHF | 55,549 CHF | 100.00% | 100.00% |
13/11/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 480,500 | 480,500 | 51,750 CHF | 56,555 CHF | 100.00% | 100.00% |
12/11/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,287 | 490,575 | 49,720 CHF | 53,699 CHF | 99.68% | 99.68% |
11/11/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 578,414 | 301,480 | 51,627 CHF | 29,923 CHF | 99.83% | 99.83% |
08/11/2024 | 9.82% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 518,369 | 451,016 | 50,174 CHF | 48,592 CHF | 100.00% | 100.00% |
07/11/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 574,485 | 301,374 | 51,697 CHF | 30,134 CHF | 99.90% | 99.90% |