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 | 8.33% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 448,431 | 448,431 | 51,583 CHF | 56,068 CHF | 100.00% | 100.00% |
19/11/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 470,640 | 429,418 | 51,300 CHF | 52,298 CHF | 99.91% | 99.91% |
18/11/2024 | 11.55% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 614,620 | 314,097 | 50,169 CHF | 28,767 CHF | 99.88% | 99.88% |
15/11/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 584,530 | 315,966 | 51,302 CHF | 31,127 CHF | 100.00% | 100.00% |
14/11/2024 | 9.34% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,286 | 489,586 | 50,604 CHF | 54,978 CHF | 100.00% | 100.00% |
13/11/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 478,337 | 475,483 | 50,993 CHF | 55,463 CHF | 100.00% | 100.00% |
12/11/2024 | 10.15% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 546,235 | 365,292 | 51,093 CHF | 38,560 CHF | 99.71% | 99.71% |
11/11/2024 | 11.88% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 639,195 | 331,791 | 50,609 CHF | 29,590 CHF | 99.90% | 99.90% |
08/11/2024 | 9.15% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 486,523 | 486,524 | 50,778 CHF | 55,644 CHF | 100.00% | 100.00% |
07/11/2024 | 9.92% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 534,021 | 411,732 | 51,195 CHF | 44,517 CHF | 99.89% | 99.89% |