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 | 9.16% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 489,566 | 489,566 | 51,049 CHF | 55,945 CHF | 100.00% | 100.00% |
19/11/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 533,489 | 410,564 | 50,643 CHF | 43,547 CHF | 99.91% | 99.91% |
18/11/2024 | 9.44% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 498,096 | 498,096 | 50,268 CHF | 55,249 CHF | 99.91% | 99.91% |
15/11/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 478,373 | 478,373 | 51,540 CHF | 56,324 CHF | 100.00% | 100.00% |
14/11/2024 | 8.19% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 438,544 | 438,544 | 51,322 CHF | 55,708 CHF | 100.00% | 100.00% |
13/11/2024 | 8.35% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 448,812 | 448,813 | 51,525 CHF | 56,013 CHF | 100.00% | 100.00% |
12/11/2024 | 6.46% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 348,249 | 348,248 | 52,180 CHF | 55,663 CHF | 99.70% | 99.70% |
11/11/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 321,176 | 321,176 | 51,971 CHF | 55,182 CHF | 99.91% | 99.91% |
08/11/2024 | 6.74% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 365,581 | 365,581 | 52,413 CHF | 56,069 CHF | 100.00% | 100.00% |
07/11/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 333,528 | 333,528 | 52,068 CHF | 55,404 CHF | 99.87% | 99.87% |