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 | 12.73% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 685,756 | 357,234 | 50,401 CHF | 29,844 CHF | 100.00% | 100.00% |
19/11/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 570,238 | 404,592 | 51,020 CHF | 41,545 CHF | 99.91% | 99.91% |
18/11/2024 | 12.91% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 695,324 | 359,856 | 50,430 CHF | 29,700 CHF | 99.90% | 99.90% |
15/11/2024 | 11.31% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 608,559 | 314,127 | 50,829 CHF | 29,412 CHF | 100.00% | 100.00% |
14/11/2024 | 9.86% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 528,498 | 425,922 | 50,947 CHF | 46,025 CHF | 100.00% | 100.00% |
13/11/2024 | 10.71% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 578,679 | 350,327 | 51,195 CHF | 35,497 CHF | 100.00% | 100.00% |
12/11/2024 | 13.12% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 707,388 | 367,256 | 50,364 CHF | 29,821 CHF | 99.69% | 99.69% |
11/11/2024 | 13.59% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 735,768 | 380,123 | 50,454 CHF | 29,872 CHF | 99.84% | 99.84% |
08/11/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 665,744 | 345,372 | 50,459 CHF | 29,632 CHF | 100.00% | 100.00% |
07/11/2024 | 12.82% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 688,473 | 356,736 | 50,278 CHF | 29,620 CHF | 99.86% | 99.86% |