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 | 10.23% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 553,830 | 358,696 | 51,331 CHF | 37,283 CHF | 100.00% | 100.00% |
19/11/2024 | 8.42% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 453,857 | 439,704 | 51,588 CHF | 54,682 CHF | 99.91% | 99.91% |
18/11/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 577,827 | 308,353 | 51,634 CHF | 30,709 CHF | 99.90% | 99.90% |
15/11/2024 | 10.89% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 592,014 | 305,578 | 51,442 CHF | 29,621 CHF | 100.00% | 100.00% |
14/11/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 484,600 | 484,599 | 50,505 CHF | 55,351 CHF | 100.00% | 100.00% |
13/11/2024 | 7.90% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 427,586 | 427,586 | 51,998 CHF | 56,274 CHF | 100.00% | 100.00% |
12/11/2024 | 11.35% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 603,750 | 346,675 | 50,199 CHF | 32,835 CHF | 99.70% | 99.70% |
11/11/2024 | 10.96% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 592,468 | 302,812 | 51,123 CHF | 29,169 CHF | 99.89% | 99.89% |
08/11/2024 | 9.69% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 514,949 | 459,191 | 50,551 CHF | 50,038 CHF | 100.00% | 100.00% |
07/11/2024 | 10.36% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 564,851 | 327,063 | 51,724 CHF | 33,434 CHF | 99.91% | 99.91% |