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 | 8.11% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 433,999 | 433,997 | 51,329 CHF | 55,669 CHF | 99.82% | 99.82% |
19/11/2024 | 10.05% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 538,190 | 365,792 | 50,857 CHF | 39,224 CHF | 99.82% | 99.82% |
18/11/2024 | 7.75% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 414,057 | 414,059 | 51,373 CHF | 55,514 CHF | 100.00% | 100.00% |
15/11/2024 | 6.79% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 368,117 | 368,115 | 52,366 CHF | 56,047 CHF | 100.00% | 100.00% |
14/11/2024 | 7.20% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 392,444 | 387,466 | 52,582 CHF | 55,831 CHF | 100.00% | 100.00% |
13/11/2024 | 9.31% | 0.12 CHF | 0.13 CHF | 575,000 | 300,000 | 498,530 | 438,021 | 51,068 CHF | 49,650 CHF | 99.97% | 99.97% |
12/11/2024 | 5.75% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 306,450 | 306,450 | 51,792 CHF | 54,857 CHF | 100.00% | 100.00% |
11/11/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 284,802 | 284,803 | 53,033 CHF | 55,881 CHF | 99.78% | 99.78% |
08/11/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 339,628 | 339,625 | 52,144 CHF | 55,540 CHF | 100.00% | 100.00% |
07/11/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 307,107 | 307,110 | 52,465 CHF | 55,536 CHF | 99.69% | 99.69% |