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 | 8.20% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 826,870 | 275,623 | 96,636 CHF | 34,968 CHF | 99.67% | 99.67% |
19/11/2024 | 7.56% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 780,473 | 260,158 | 99,368 CHF | 35,724 CHF | 99.24% | 99.24% |
18/11/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,501 | 250,167 | 97,960 CHF | 35,155 CHF | 99.55% | 99.55% |
15/11/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 885,566 | 295,189 | 99,000 CHF | 35,952 CHF | 99.38% | 99.38% |
14/11/2024 | 7.91% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 774,074 | 258,025 | 94,165 CHF | 33,968 CHF | 97.97% | 97.97% |
13/11/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 813,510 | 271,170 | 96,302 CHF | 34,812 CHF | 99.35% | 99.35% |
12/11/2024 | 6.69% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,898 CHF | 38,799 CHF | 93.13% | 93.13% |
11/11/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 740,315 | 246,772 | 112,029 CHF | 39,811 CHF | 98.27% | 98.27% |
08/11/2024 | 5.79% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 717,427 | 239,142 | 120,375 CHF | 42,516 CHF | 93.13% | 93.13% |
07/11/2024 | 5.16% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 113,614 CHF | 39,871 CHF | 98.60% | 98.60% |