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 | 7.20% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 80,646 CHF | 28,882 CHF | 99.38% | 99.38% |
19/11/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 84,180 CHF | 30,060 CHF | 96.72% | 96.72% |
18/11/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 734,939 | 244,980 | 88,035 CHF | 31,795 CHF | 97.67% | 97.67% |
15/11/2024 | 10.31% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 755,380 | 251,793 | 69,802 CHF | 25,785 CHF | 96.47% | 96.47% |
14/11/2024 | 10.55% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 770,782 | 256,927 | 69,257 CHF | 25,655 CHF | 99.38% | 99.38% |
13/11/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 852,551 | 284,184 | 76,204 CHF | 28,243 CHF | 98.80% | 98.80% |
12/11/2024 | 12.96% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 65,149 CHF | 24,716 CHF | 99.25% | 99.25% |
11/11/2024 | 12.17% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 907,534 | 307,534 | 70,243 CHF | 26,819 CHF | 99.36% | 99.36% |
08/11/2024 | 9.39% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 778,167 | 259,389 | 79,600 CHF | 29,127 CHF | 99.35% | 99.35% |
07/11/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 81,902 CHF | 29,801 CHF | 98.67% | 98.67% |