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 | 11.60% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 625,732 | 336,278 | 50,831 CHF | 30,912 CHF | 99.83% | 99.83% |
19/11/2024 | 11.22% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 605,038 | 345,742 | 50,886 CHF | 33,196 CHF | 99.92% | 99.92% |
18/11/2024 | 9.00% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 486,073 | 486,070 | 51,622 CHF | 56,482 CHF | 100.00% | 100.00% |
15/11/2024 | 7.79% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 416,950 | 416,953 | 51,448 CHF | 55,617 CHF | 100.00% | 100.00% |
14/11/2024 | 7.49% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 407,361 | 407,360 | 52,343 CHF | 56,416 CHF | 100.00% | 100.00% |
13/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 436,270 | 436,270 | 51,772 CHF | 56,134 CHF | 99.95% | 99.95% |
12/11/2024 | 7.13% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 381,665 | 381,664 | 51,652 CHF | 55,468 CHF | 100.00% | 100.00% |
11/11/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 311,205 | 311,209 | 52,281 CHF | 55,393 CHF | 99.78% | 99.78% |
08/11/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 313,866 | 313,864 | 51,668 CHF | 54,806 CHF | 100.00% | 100.00% |
07/11/2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,171 | 250,170 | 52,224 CHF | 54,725 CHF | 93.93% | 93.93% |