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 | 9.81% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 58,724 CHF | 21,575 CHF | 99.37% | 99.37% |
19/11/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 474,437 | 158,146 | 60,838 CHF | 21,861 CHF | 96.68% | 96.68% |
18/11/2024 | 6.93% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 477,272 | 159,091 | 66,441 CHF | 23,738 CHF | 97.57% | 97.57% |
15/11/2024 | 8.34% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 581,526 | 193,842 | 67,013 CHF | 24,276 CHF | 96.35% | 96.35% |
14/11/2024 | 10.43% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 699,907 | 233,302 | 63,644 CHF | 23,548 CHF | 99.39% | 99.39% |
13/11/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 710,695 | 236,898 | 58,108 CHF | 21,738 CHF | 98.73% | 98.73% |
12/11/2024 | 13.18% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 53,249 CHF | 20,250 CHF | 99.39% | 99.39% |
11/11/2024 | 14.87% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 843,150 | 281,050 | 52,460 CHF | 20,297 CHF | 99.38% | 99.38% |
08/11/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 768,632 | 256,211 | 53,272 CHF | 20,320 CHF | 99.34% | 99.34% |
07/11/2024 | 12.33% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 751,906 | 250,635 | 57,436 CHF | 21,652 CHF | 98.66% | 98.66% |