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 | 12.41% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 669,706 | 347,355 | 50,609 CHF | 29,724 CHF | 99.38% | 99.38% |
19/11/2024 | 12.85% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 689,306 | 359,402 | 50,202 CHF | 29,775 CHF | 98.26% | 98.26% |
18/11/2024 | 12.00% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 642,885 | 337,961 | 50,333 CHF | 29,898 CHF | 99.30% | 99.30% |
15/11/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 508,553 | 477,191 | 50,098 CHF | 52,014 CHF | 99.38% | 99.38% |
14/11/2024 | 10.32% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 554,986 | 374,714 | 50,986 CHF | 38,907 CHF | 99.38% | 99.38% |
13/11/2024 | 10.45% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 560,205 | 348,922 | 50,805 CHF | 35,657 CHF | 99.36% | 99.36% |
12/11/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 506,193 | 472,781 | 49,676 CHF | 51,373 CHF | 99.07% | 99.07% |
11/11/2024 | 8.18% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 437,496 | 437,496 | 51,307 CHF | 55,682 CHF | 99.30% | 99.30% |
08/11/2024 | 8.35% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 451,008 | 451,008 | 51,744 CHF | 56,254 CHF | 99.38% | 99.38% |
07/11/2024 | 10.10% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 539,371 | 391,572 | 50,692 CHF | 41,372 CHF | 99.25% | 99.25% |