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 | 8.94% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 482,933 | 482,933 | 51,638 CHF | 56,467 CHF | 100.00% | 100.00% |
19/11/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,793 | 497,793 | 50,059 CHF | 55,037 CHF | 99.88% | 99.88% |
18/11/2024 | 8.43% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 455,734 | 455,734 | 51,755 CHF | 56,313 CHF | 99.89% | 99.89% |
15/11/2024 | 7.67% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,322 | 411,322 | 51,583 CHF | 55,697 CHF | 100.00% | 100.00% |
14/11/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 422,488 | 422,488 | 51,652 CHF | 55,877 CHF | 99.98% | 99.98% |
13/11/2024 | 9.48% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 499,740 | 499,740 | 50,214 CHF | 55,211 CHF | 100.00% | 100.00% |
12/11/2024 | 8.77% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 471,743 | 471,743 | 51,466 CHF | 56,183 CHF | 99.70% | 99.70% |
11/11/2024 | 6.69% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 362,683 | 362,683 | 52,456 CHF | 56,083 CHF | 99.90% | 99.90% |
08/11/2024 | 6.46% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 348,701 | 348,700 | 52,156 CHF | 55,642 CHF | 100.00% | 100.00% |
07/11/2024 | 5.24% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 280,756 | 280,758 | 52,141 CHF | 54,949 CHF | 99.88% | 99.88% |