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 | 10.98% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 591,230 | 302,437 | 50,937 CHF | 29,084 CHF | 99.39% | 99.39% |
19/11/2024 | 10.45% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 567,281 | 323,189 | 51,417 CHF | 32,759 CHF | 99.27% | 99.27% |
18/11/2024 | 11.83% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 630,333 | 327,667 | 50,122 CHF | 29,332 CHF | 99.29% | 99.29% |
15/11/2024 | 11.60% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 615,043 | 319,086 | 49,972 CHF | 29,111 CHF | 99.39% | 99.39% |
14/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 474,670 | 474,670 | 52,214 CHF | 56,960 CHF | 99.35% | 99.35% |
13/11/2024 | 8.32% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 446,704 | 446,704 | 51,451 CHF | 55,918 CHF | 99.39% | 99.39% |
12/11/2024 | 8.67% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 471,931 | 471,930 | 52,062 CHF | 56,781 CHF | 99.09% | 99.09% |
11/11/2024 | 9.01% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 482,362 | 482,362 | 51,166 CHF | 55,990 CHF | 91.10% | 91.10% |
08/11/2024 | 7.72% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 413,157 | 413,157 | 51,451 CHF | 55,582 CHF | 99.38% | 99.38% |
07/11/2024 | 7.47% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 402,361 | 402,361 | 51,845 CHF | 55,869 CHF | 99.27% | 99.27% |