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 | 13.07% | 0.08 CHF | 0.09 CHF | 375,000 | 350,000 | 416,712 | 366,433 | 29,738 CHF | 29,868 CHF | 99.96% | 99.96% |
19/11/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 450,000 | 375,000 | 424,727 | 367,408 | 30,156 CHF | 29,764 CHF | 99.82% | 99.82% |
18/11/2024 | 12.57% | 0.08 CHF | 0.09 CHF | 350,000 | 325,000 | 408,611 | 351,572 | 30,440 CHF | 29,728 CHF | 99.95% | 99.95% |
15/11/2024 | 12.82% | 0.07 CHF | 0.08 CHF | 450,000 | 375,000 | 417,958 | 359,517 | 30,499 CHF | 29,839 CHF | 100.00% | 100.00% |
14/11/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 400,000 | 350,000 | 345,367 | 318,362 | 28,482 CHF | 29,508 CHF | 99.65% | 99.65% |
13/11/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 276,872 | 276,866 | 26,895 CHF | 29,663 CHF | 99.96% | 99.96% |
12/11/2024 | 8.68% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 237,744 | 237,743 | 26,204 CHF | 28,581 CHF | 99.77% | 99.77% |
11/11/2024 | 11.10% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 343,128 | 306,726 | 29,166 CHF | 29,194 CHF | 99.80% | 99.80% |
08/11/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 375,000 | 300,000 | 349,843 | 300,000 | 30,001 CHF | 28,743 CHF | 99.82% | 99.82% |
07/11/2024 | 10.48% | 0.09 CHF | 0.10 CHF | 325,000 | 300,000 | 316,521 | 299,120 | 28,630 CHF | 30,055 CHF | 99.91% | 99.91% |