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 | 12.63% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 685,709 | 355,231 | 50,870 CHF | 29,907 CHF | 99.21% | 99.21% |
19/11/2024 | 14.26% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 767,502 | 396,524 | 50,002 CHF | 29,803 CHF | 97.87% | 97.87% |
18/11/2024 | 12.90% | 0.06 CHF | 0.07 CHF | 725,000 | 375,000 | 685,330 | 356,149 | 49,760 CHF | 29,423 CHF | 97.81% | 97.81% |
15/11/2024 | 9.93% | 0.08 CHF | 0.09 CHF | 575,000 | 300,000 | 517,997 | 445,359 | 49,596 CHF | 47,849 CHF | 93.90% | 93.90% |
14/11/2024 | 7.20% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 387,978 | 387,965 | 51,994 CHF | 55,872 CHF | 94.37% | 94.37% |
13/11/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 328,057 | 328,057 | 46,885 CHF | 50,165 CHF | 97.39% | 97.39% |
12/11/2024 | 6.75% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 183,015 | 183,015 | 26,207 CHF | 28,037 CHF | 98.70% | 98.70% |
11/11/2024 | 6.62% | 0.16 CHF | 0.17 CHF | 163,000 | 163,000 | 179,786 | 179,788 | 26,249 CHF | 28,047 CHF | 99.02% | 99.02% |
08/11/2024 | 9.15% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 242,847 | 240,524 | 25,358 CHF | 27,531 CHF | 97.26% | 97.26% |
07/11/2024 | 12.21% | 0.09 CHF | 0.10 CHF | 313,000 | 163,000 | 326,978 | 170,245 | 25,119 CHF | 14,788 CHF | 98.74% | 98.74% |