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 | 9.28% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 489,462 | 489,461 | 50,374 CHF | 55,268 CHF | 99.39% | 99.39% |
19/11/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 474,736 | 474,736 | 51,153 CHF | 55,900 CHF | 99.06% | 99.06% |
18/11/2024 | 8.49% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 460,945 | 460,945 | 51,971 CHF | 56,580 CHF | 99.23% | 99.23% |
15/11/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 428,086 | 428,086 | 51,217 CHF | 55,498 CHF | 99.38% | 99.38% |
14/11/2024 | 6.90% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 372,882 | 372,882 | 52,202 CHF | 55,931 CHF | 99.33% | 99.33% |
13/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 56,000 CHF | 99.37% | 99.37% |
12/11/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 338,960 | 338,960 | 52,169 CHF | 55,559 CHF | 99.07% | 99.07% |
11/11/2024 | 5.87% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 310,984 | 310,984 | 51,442 CHF | 54,552 CHF | 99.22% | 99.22% |
08/11/2024 | 6.50% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 352,953 | 352,953 | 52,546 CHF | 56,075 CHF | 99.38% | 99.38% |
07/11/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 434,548 | 434,548 | 51,289 CHF | 55,634 CHF | 99.27% | 99.27% |