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 | 11.21% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 599,395 | 310,870 | 50,453 CHF | 29,314 CHF | 98.78% | 98.78% |
19/11/2024 | 12.97% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 700,526 | 363,247 | 50,507 CHF | 29,824 CHF | 98.53% | 98.53% |
18/11/2024 | 11.20% | 0.07 CHF | 0.08 CHF | 625,000 | 325,000 | 595,125 | 311,477 | 50,268 CHF | 29,424 CHF | 99.34% | 99.34% |
15/11/2024 | 7.50% | 0.10 CHF | 0.11 CHF | 425,000 | 425,000 | 399,610 | 399,604 | 51,418 CHF | 55,413 CHF | 99.27% | 99.27% |
14/11/2024 | 5.14% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 266,977 | 266,970 | 50,571 CHF | 53,239 CHF | 97.49% | 97.49% |
13/11/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 216,764 | 216,764 | 48,054 CHF | 50,222 CHF | 97.42% | 97.42% |
12/11/2024 | 4.14% | 0.21 CHF | 0.22 CHF | 125,000 | 125,000 | 109,133 | 109,133 | 25,763 CHF | 26,854 CHF | 99.13% | 99.13% |
11/11/2024 | 3.96% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 106,646 | 106,662 | 26,390 CHF | 27,461 CHF | 99.07% | 99.07% |
08/11/2024 | 5.71% | 0.23 CHF | 0.24 CHF | 125,000 | 125,000 | 153,956 | 153,956 | 26,195 CHF | 27,735 CHF | 99.23% | 99.23% |
07/11/2024 | 7.41% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 199,378 | 199,377 | 25,913 CHF | 27,906 CHF | 99.22% | 99.22% |