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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 10.41% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 565,668 | 326,993 | 51,484 CHF | 33,260 CHF | 98.60% | 98.60% |
22/11/2024 | 9.63% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 510,931 | 439,327 | 50,507 CHF | 48,406 CHF | 100.00% | 100.00% |
20/11/2024 | 7.35% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 397,147 | 397,146 | 52,089 CHF | 56,060 CHF | 100.00% | 100.00% |
19/11/2024 | 7.85% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 417,521 | 417,518 | 51,132 CHF | 55,307 CHF | 99.56% | 99.56% |
18/11/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 365,916 | 365,916 | 52,538 CHF | 56,197 CHF | 99.94% | 99.94% |
15/11/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,733 | 377,733 | 52,425 CHF | 56,202 CHF | 100.00% | 100.00% |
14/11/2024 | 7.95% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 427,757 | 427,757 | 51,692 CHF | 55,970 CHF | 100.00% | 100.00% |
13/11/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 464,410 | 464,402 | 51,710 CHF | 56,354 CHF | 100.00% | 100.00% |
12/11/2024 | 7.91% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 422,749 | 422,749 | 51,357 CHF | 55,585 CHF | 99.98% | 99.98% |
11/11/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 396,440 | 396,440 | 52,190 CHF | 56,154 CHF | 100.00% | 100.00% |