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 | 5.95% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 316,552 | 316,541 | 51,594 CHF | 54,757 CHF | 99.41% | 99.41% |
19/11/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 251,539 | 251,539 | 51,766 CHF | 54,281 CHF | 97.44% | 97.44% |
18/11/2024 | 5.60% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 300,598 | 300,598 | 52,296 CHF | 55,302 CHF | 97.79% | 97.79% |
15/11/2024 | 9.40% | 0.15 CHF | 0.16 CHF | 400,000 | 400,000 | 507,459 | 421,627 | 51,568 CHF | 47,934 CHF | 98.33% | 98.33% |
14/11/2024 | 14.32% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 776,691 | 397,862 | 50,310 CHF | 29,778 CHF | 97.87% | 97.87% |
13/11/2024 | 14.32% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 698,978 | 358,692 | 45,274 CHF | 26,826 CHF | 99.34% | 99.34% |
12/11/2024 | 15.04% | 0.07 CHF | 0.08 CHF | 388,000 | 200,000 | 407,002 | 207,995 | 25,032 CHF | 14,875 CHF | 98.91% | 98.91% |
11/11/2024 | 15.77% | 0.06 CHF | 0.07 CHF | 425,000 | 213,000 | 425,899 | 217,865 | 24,894 CHF | 14,908 CHF | 99.32% | 99.32% |
08/11/2024 | 12.93% | 0.06 CHF | 0.07 CHF | 425,000 | 213,000 | 347,281 | 179,793 | 25,114 CHF | 14,806 CHF | 98.89% | 98.89% |
07/11/2024 | 9.76% | 0.09 CHF | 0.10 CHF | 288,000 | 150,000 | 258,541 | 218,914 | 25,210 CHF | 23,822 CHF | 98.88% | 98.88% |