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 | 11.69% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,553 CHF | 22,685 CHF | 98.83% | 98.83% |
19/11/2024 | 9.27% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 646,273 | 215,424 | 66,571 CHF | 24,345 CHF | 96.62% | 96.62% |
18/11/2024 | 9.49% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 660,540 | 220,180 | 66,242 CHF | 24,282 CHF | 96.69% | 96.69% |
15/11/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 632,234 | 210,745 | 67,360 CHF | 24,561 CHF | 95.39% | 95.39% |
14/11/2024 | 7.60% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 586,474 | 195,491 | 74,924 CHF | 26,930 CHF | 98.42% | 98.42% |
13/11/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 82,824 CHF | 29,608 CHF | 98.30% | 98.30% |
12/11/2024 | 8.61% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 668,918 | 222,973 | 74,476 CHF | 27,055 CHF | 98.94% | 98.94% |
11/11/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 762,896 | 254,299 | 68,402 CHF | 25,344 CHF | 97.86% | 97.86% |
08/11/2024 | 7.57% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 603,431 | 201,144 | 76,824 CHF | 27,619 CHF | 98.84% | 98.84% |
07/11/2024 | 6.99% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 631,488 | 210,496 | 88,749 CHF | 31,688 CHF | 98.28% | 98.28% |