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 | 6.11% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 328,361 | 328,361 | 52,078 CHF | 55,361 CHF | 98.60% | 98.60% |
22/11/2024 | 6.04% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 322,411 | 322,411 | 51,827 CHF | 55,052 CHF | 100.00% | 100.00% |
20/11/2024 | 9.05% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 477,714 | 477,713 | 50,482 CHF | 55,259 CHF | 100.00% | 100.00% |
19/11/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 421,794 | 407,368 | 51,489 CHF | 54,279 CHF | 99.50% | 99.50% |
18/11/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 580,183 | 306,268 | 51,379 CHF | 30,254 CHF | 99.94% | 99.94% |
15/11/2024 | 10.21% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 556,096 | 345,123 | 51,734 CHF | 35,940 CHF | 100.00% | 100.00% |
14/11/2024 | 8.25% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 438,481 | 438,481 | 50,994 CHF | 55,378 CHF | 100.00% | 100.00% |
13/11/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 394,230 | 394,230 | 51,886 CHF | 55,829 CHF | 100.00% | 100.00% |
12/11/2024 | 8.55% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 466,281 | 459,469 | 52,234 CHF | 56,079 CHF | 99.98% | 99.98% |
11/11/2024 | 9.33% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 497,891 | 469,533 | 50,904 CHF | 52,855 CHF | 100.00% | 100.00% |