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 | 5.33% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 715,621 | 238,540 | 130,521 CHF | 45,892 CHF | 99.38% | 99.38% |
19/11/2024 | 5.88% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,253 CHF | 43,918 CHF | 99.32% | 99.32% |
18/11/2024 | 8.02% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 870,829 | 290,276 | 104,292 CHF | 37,667 CHF | 99.38% | 99.38% |
15/11/2024 | 8.25% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 104,828 CHF | 37,943 CHF | 99.43% | 99.43% |
14/11/2024 | 10.01% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 976,494 | 376,494 | 94,038 CHF | 39,669 CHF | 98.60% | 98.60% |
13/11/2024 | 6.72% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 784,587 | 261,529 | 112,853 CHF | 40,233 CHF | 99.38% | 99.38% |
12/11/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 826,444 | 275,481 | 117,461 CHF | 41,909 CHF | 97.28% | 97.28% |
11/11/2024 | 4.15% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 650,255 | 216,752 | 154,410 CHF | 53,638 CHF | 99.37% | 99.37% |
08/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,257 CHF | 58,752 CHF | 98.96% | 98.96% |
07/11/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,878 CHF | 63,293 CHF | 98.61% | 98.61% |