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 | 7.56% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 404,562 | 404,562 | 51,506 CHF | 55,551 CHF | 100.00% | 100.00% |
19/11/2024 | 6.49% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 349,279 | 349,279 | 52,120 CHF | 55,613 CHF | 99.91% | 99.91% |
18/11/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 429,917 | 429,917 | 51,327 CHF | 55,626 CHF | 99.91% | 99.91% |
15/11/2024 | 8.93% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 481,647 | 481,648 | 51,592 CHF | 56,409 CHF | 100.00% | 100.00% |
14/11/2024 | 8.31% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 449,982 | 449,982 | 51,870 CHF | 56,370 CHF | 100.00% | 100.00% |
13/11/2024 | 6.30% | 0.14 CHF | 0.15 CHF | 325,000 | 325,000 | 337,647 | 337,648 | 51,953 CHF | 55,330 CHF | 100.00% | 100.00% |
12/11/2024 | 7.33% | 0.18 CHF | 0.19 CHF | 325,000 | 325,000 | 397,145 | 397,145 | 52,308 CHF | 56,279 CHF | 99.68% | 99.68% |
11/11/2024 | 11.01% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 589,502 | 329,550 | 50,642 CHF | 31,867 CHF | 99.90% | 99.90% |
08/11/2024 | 10.99% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 594,232 | 371,858 | 51,001 CHF | 36,409 CHF | 100.00% | 100.00% |
07/11/2024 | 15.04% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 824,825 | 417,576 | 50,700 CHF | 29,846 CHF | 99.90% | 99.90% |