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 | 9.65% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 511,337 | 471,561 | 50,447 CHF | 51,477 CHF | 99.39% | 99.39% |
19/11/2024 | 10.94% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 590,277 | 299,613 | 51,002 CHF | 28,893 CHF | 98.58% | 98.58% |
18/11/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 534,216 | 406,587 | 50,623 CHF | 43,212 CHF | 99.31% | 99.31% |
15/11/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 502,377 | 493,662 | 49,936 CHF | 54,080 CHF | 99.38% | 99.38% |
14/11/2024 | 9.81% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 519,090 | 440,092 | 50,285 CHF | 47,417 CHF | 99.38% | 99.38% |
13/11/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,237 | 299,553 | 51,382 CHF | 29,715 CHF | 99.36% | 99.36% |
12/11/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 584,032 | 302,119 | 51,144 CHF | 29,487 CHF | 99.05% | 99.05% |
11/11/2024 | 10.65% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 577,539 | 305,791 | 51,379 CHF | 30,330 CHF | 99.25% | 99.25% |
08/11/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 573,973 | 309,875 | 51,735 CHF | 31,081 CHF | 99.38% | 99.38% |
07/11/2024 | 11.20% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 598,059 | 310,652 | 50,426 CHF | 29,327 CHF | 99.26% | 99.26% |