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 | 12.70% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 678,873 | 353,887 | 50,064 CHF | 29,641 CHF | 98.99% | 98.99% |
19/11/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 745,670 | 385,752 | 50,122 CHF | 29,790 CHF | 97.60% | 97.60% |
18/11/2024 | 12.89% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 681,050 | 355,311 | 49,533 CHF | 29,385 CHF | 99.38% | 99.38% |
15/11/2024 | 10.69% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 577,530 | 314,146 | 51,152 CHF | 31,094 CHF | 99.33% | 99.33% |
14/11/2024 | 8.16% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 434,584 | 434,157 | 51,054 CHF | 55,349 CHF | 98.49% | 98.49% |
13/11/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 363,295 | 363,073 | 45,960 CHF | 49,562 CHF | 98.38% | 98.38% |
12/11/2024 | 7.73% | 0.11 CHF | 0.12 CHF | 238,000 | 238,000 | 206,741 | 206,741 | 25,703 CHF | 27,770 CHF | 98.87% | 98.87% |
11/11/2024 | 7.62% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 204,816 | 204,816 | 25,873 CHF | 27,922 CHF | 99.07% | 99.07% |
08/11/2024 | 10.14% | 0.12 CHF | 0.13 CHF | 238,000 | 238,000 | 276,772 | 176,243 | 25,915 CHF | 18,610 CHF | 99.49% | 99.49% |
07/11/2024 | 12.61% | 0.08 CHF | 0.09 CHF | 338,000 | 175,000 | 341,093 | 177,003 | 25,332 CHF | 14,918 CHF | 98.59% | 98.59% |