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 | 8.30% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 444,504 | 444,497 | 51,346 CHF | 55,790 CHF | 100.00% | 100.00% |
19/11/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 411,025 | 411,025 | 51,867 CHF | 55,978 CHF | 99.89% | 99.89% |
18/11/2024 | 8.41% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 453,135 | 453,135 | 51,611 CHF | 56,143 CHF | 99.91% | 99.91% |
15/11/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 417,638 | 417,638 | 51,266 CHF | 55,443 CHF | 100.00% | 100.00% |
14/11/2024 | 7.27% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 392,288 | 392,300 | 52,008 CHF | 55,933 CHF | 100.00% | 100.00% |
13/11/2024 | 7.67% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 411,152 | 411,152 | 51,613 CHF | 55,725 CHF | 100.00% | 100.00% |
12/11/2024 | 8.59% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 464,694 | 464,717 | 51,781 CHF | 56,431 CHF | 99.65% | 99.65% |
11/11/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 468,338 | 468,338 | 51,904 CHF | 56,588 CHF | 99.86% | 99.86% |
08/11/2024 | 8.47% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 457,548 | 457,546 | 51,760 CHF | 56,336 CHF | 100.00% | 100.00% |
07/11/2024 | 8.76% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,927 | 475,929 | 51,990 CHF | 56,749 CHF | 99.90% | 99.90% |