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 | 12.29% | 0.07 CHF | 0.08 CHF | 118,500 | 118,500 | 776,650 | 776,650 | 59,606 CHF | 67,372 CHF | 98.90% | 98.90% |
19/11/2024 | 9.22% | 0.09 CHF | 0.10 CHF | 92,800 | 92,800 | 617,946 | 617,946 | 64,713 CHF | 70,892 CHF | 98.75% | 98.75% |
18/11/2024 | 8.98% | 0.11 CHF | 0.12 CHF | 102,000 | 102,000 | 650,911 | 650,911 | 69,259 CHF | 75,768 CHF | 98.94% | 98.94% |
15/11/2024 | 10.25% | 0.10 CHF | 0.11 CHF | 151,400 | 151,400 | 962,520 | 962,520 | 89,230 CHF | 98,855 CHF | 98.94% | 98.94% |
14/11/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 151,500 | 151,500 | 983,286 | 983,286 | 66,084 CHF | 75,917 CHF | 98.85% | 98.85% |
13/11/2024 | 13.05% | 0.07 CHF | 0.08 CHF | 138,800 | 138,800 | 900,639 | 900,639 | 64,845 CHF | 73,852 CHF | 98.87% | 98.87% |
12/11/2024 | 13.26% | 0.08 CHF | 0.09 CHF | 180,500 | 180,500 | 1,172,560 | 1,172,560 | 82,622 CHF | 94,348 CHF | 98.77% | 98.77% |
11/11/2024 | 14.22% | 0.06 CHF | 0.07 CHF | 119,300 | 119,300 | 774,179 | 774,179 | 51,065 CHF | 58,807 CHF | 98.90% | 98.90% |
08/11/2024 | 11.00% | 0.08 CHF | 0.09 CHF | 98,700 | 98,700 | 646,518 | 646,518 | 55,937 CHF | 62,402 CHF | 97.82% | 97.82% |
07/11/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 124,700 | 124,700 | 806,227 | 806,227 | 78,828 CHF | 86,890 CHF | 98.90% | 98.90% |