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 | 9.30% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 496,222 | 479,046 | 50,949 CHF | 54,145 CHF | 100.00% | 100.00% |
19/11/2024 | 9.31% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 499,678 | 459,796 | 51,226 CHF | 52,202 CHF | 99.90% | 99.90% |
18/11/2024 | 7.90% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 425,722 | 425,722 | 51,787 CHF | 56,045 CHF | 99.88% | 99.88% |
15/11/2024 | 7.94% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 424,247 | 424,247 | 51,301 CHF | 55,543 CHF | 100.00% | 100.00% |
14/11/2024 | 8.31% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 448,512 | 442,765 | 51,738 CHF | 55,543 CHF | 100.00% | 100.00% |
13/11/2024 | 10.00% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 535,433 | 415,119 | 50,813 CHF | 44,222 CHF | 100.00% | 100.00% |
12/11/2024 | 8.60% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 464,173 | 464,173 | 51,667 CHF | 56,308 CHF | 99.66% | 99.66% |
11/11/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 468,071 | 459,561 | 51,448 CHF | 55,237 CHF | 99.89% | 99.89% |
08/11/2024 | 9.22% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 491,709 | 486,079 | 50,963 CHF | 55,275 CHF | 100.00% | 100.00% |
07/11/2024 | 9.31% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 493,695 | 490,842 | 50,577 CHF | 55,228 CHF | 99.89% | 99.89% |