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 | 8.99% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 481,881 | 481,881 | 51,241 CHF | 56,060 CHF | 100.00% | 100.00% |
19/11/2024 | 9.31% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 493,532 | 493,532 | 50,570 CHF | 55,505 CHF | 99.90% | 99.90% |
18/11/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 466,075 | 466,075 | 51,661 CHF | 56,321 CHF | 99.90% | 99.90% |
15/11/2024 | 7.93% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 425,437 | 425,437 | 51,496 CHF | 55,750 CHF | 100.00% | 100.00% |
14/11/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 403,678 | 403,678 | 51,873 CHF | 55,910 CHF | 100.00% | 100.00% |
13/11/2024 | 7.97% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 424,441 | 424,441 | 51,129 CHF | 55,374 CHF | 100.00% | 100.00% |
12/11/2024 | 7.07% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 382,717 | 382,717 | 52,223 CHF | 56,051 CHF | 99.71% | 99.71% |
11/11/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 376,476 | 376,476 | 52,539 CHF | 56,303 CHF | 99.86% | 99.86% |
08/11/2024 | 6.65% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 358,701 | 358,701 | 52,133 CHF | 55,720 CHF | 100.00% | 100.00% |
07/11/2024 | 6.79% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 368,228 | 368,228 | 52,442 CHF | 56,124 CHF | 84.11% | 84.11% |