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 | 11.66% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 617,177 | 319,870 | 49,848 CHF | 29,025 CHF | 99.37% | 99.37% |
19/11/2024 | 11.42% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 603,347 | 310,567 | 49,843 CHF | 28,740 CHF | 99.24% | 99.24% |
18/11/2024 | 11.51% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 614,851 | 314,805 | 50,375 CHF | 28,926 CHF | 99.29% | 99.29% |
15/11/2024 | 10.29% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 551,979 | 371,526 | 50,831 CHF | 38,577 CHF | 99.37% | 99.37% |
14/11/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,268 | 324,957 | 49,738 CHF | 29,182 CHF | 99.34% | 99.34% |
13/11/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 610,885 | 314,212 | 50,372 CHF | 29,045 CHF | 99.36% | 99.36% |
12/11/2024 | 10.81% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 580,328 | 310,215 | 50,827 CHF | 30,376 CHF | 99.08% | 99.08% |
11/11/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 470,408 | 470,407 | 51,830 CHF | 56,534 CHF | 99.28% | 99.28% |
08/11/2024 | 8.76% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 477,987 | 477,987 | 52,180 CHF | 56,960 CHF | 99.37% | 99.37% |
07/11/2024 | 10.03% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 535,755 | 399,295 | 50,776 CHF | 42,646 CHF | 99.22% | 99.22% |