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 | 8.03% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 429,290 | 429,290 | 51,353 CHF | 55,646 CHF | 100.00% | 100.00% |
19/11/2024 | 8.71% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 472,519 | 472,504 | 51,928 CHF | 56,652 CHF | 99.19% | 99.19% |
18/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.90% | 99.90% |
15/11/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,247 | 424,247 | 51,064 CHF | 55,306 CHF | 100.00% | 100.00% |
14/11/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 485,783 | 462,572 | 52,106 CHF | 54,606 CHF | 100.00% | 100.00% |
13/11/2024 | 9.73% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 518,102 | 440,331 | 50,642 CHF | 48,088 CHF | 100.00% | 100.00% |
12/11/2024 | 7.65% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 411,916 | 411,916 | 51,787 CHF | 55,906 CHF | 99.67% | 99.67% |
11/11/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,383 | 400,383 | 51,973 CHF | 55,977 CHF | 99.86% | 99.86% |
08/11/2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,192 | 420,192 | 51,177 CHF | 55,379 CHF | 100.00% | 100.00% |
07/11/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,741 | 399,741 | 51,931 CHF | 55,928 CHF | 99.90% | 99.90% |