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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 9.90% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 528,912 | 422,910 | 50,783 CHF | 45,336 CHF | 97.95% | 97.95% |
22/11/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 559,699 | 342,984 | 50,566 CHF | 34,742 CHF | 99.38% | 99.38% |
20/11/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 487,334 | 487,334 | 50,810 CHF | 55,683 CHF | 99.39% | 99.39% |
19/11/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 519,067 | 431,028 | 50,548 CHF | 46,792 CHF | 97.59% | 97.59% |
18/11/2024 | 8.93% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 480,820 | 480,819 | 51,458 CHF | 56,266 CHF | 99.28% | 99.28% |
15/11/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,646 | 478,646 | 51,637 CHF | 56,423 CHF | 99.38% | 99.38% |
14/11/2024 | 9.07% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 485,480 | 484,422 | 51,130 CHF | 55,868 CHF | 99.38% | 99.38% |
13/11/2024 | 10.40% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 568,972 | 314,475 | 51,880 CHF | 31,897 CHF | 99.39% | 99.39% |
12/11/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 552,980 | 373,736 | 50,442 CHF | 38,730 CHF | 99.03% | 99.03% |
11/11/2024 | 7.66% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,327 | 411,327 | 51,667 CHF | 55,780 CHF | 99.26% | 99.26% |