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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 10.71% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,589 | 325,233 | 50,975 CHF | 32,236 CHF | 98.60% | 98.60% |
22/11/2024 | 9.69% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 521,763 | 392,413 | 51,232 CHF | 43,437 CHF | 100.00% | 100.00% |
20/11/2024 | 6.08% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 327,412 | 327,412 | 52,221 CHF | 55,495 CHF | 100.00% | 100.00% |
19/11/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 366,283 | 366,283 | 52,151 CHF | 55,814 CHF | 99.52% | 99.52% |
18/11/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 289,358 | 289,358 | 53,336 CHF | 56,230 CHF | 99.94% | 99.94% |
15/11/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,970 | 300,970 | 53,230 CHF | 56,240 CHF | 100.00% | 100.00% |
14/11/2024 | 6.67% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 363,906 | 363,906 | 52,706 CHF | 56,345 CHF | 100.00% | 100.00% |
13/11/2024 | 7.39% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 401,214 | 401,214 | 52,315 CHF | 56,327 CHF | 100.00% | 100.00% |
12/11/2024 | 6.44% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 346,453 | 346,453 | 52,086 CHF | 55,551 CHF | 99.98% | 99.98% |
11/11/2024 | 5.75% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 308,489 | 308,489 | 52,104 CHF | 55,188 CHF | 100.00% | 100.00% |