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 | 11.61% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 614,073 | 320,060 | 49,765 CHF | 29,165 CHF | 99.82% | 99.82% |
19/11/2024 | 9.39% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 504,656 | 445,052 | 51,308 CHF | 50,850 CHF | 99.83% | 99.83% |
18/11/2024 | 11.08% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 599,988 | 350,127 | 51,225 CHF | 34,667 CHF | 100.00% | 100.00% |
15/11/2024 | 11.05% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 598,126 | 333,565 | 51,123 CHF | 32,167 CHF | 100.00% | 100.00% |
14/11/2024 | 9.36% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,744 | 453,293 | 51,077 CHF | 51,337 CHF | 100.00% | 100.00% |
13/11/2024 | 12.33% | 0.15 CHF | 0.16 CHF | 475,000 | 475,000 | 676,034 | 417,844 | 51,626 CHF | 38,647 CHF | 99.97% | 99.97% |
12/11/2024 | 3.56% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 190,319 | 190,319 | 52,921 CHF | 54,824 CHF | 100.00% | 100.00% |
11/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 155,986 | 155,983 | 52,931 CHF | 54,490 CHF | 99.78% | 99.78% |
08/11/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 182,030 | 182,029 | 52,800 CHF | 54,620 CHF | 100.00% | 100.00% |
07/11/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,757 | 175,757 | 54,123 CHF | 55,881 CHF | 99.69% | 99.69% |