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 | 11.34% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 489,060 | 75,000 | 46,385 CHF | 7,984 CHF | 96.88% | 96.88% |
19/11/2024 | 11.18% | 0.10 CHF | 0.11 CHF | 477,802 | 75,000 | 468,516 | 75,000 | 48,833 CHF | 8,748 CHF | 83.30% | 83.30% |
18/11/2024 | 14.83% | 0.11 CHF | 0.13 CHF | 451,022 | 75,000 | 445,106 | 62,984 | 49,025 CHF | 7,868 CHF | 91.78% | 91.78% |
15/11/2024 | 9.83% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 318,234 | 50,000 | 51,064 CHF | 8,871 CHF | 83.19% | 83.19% |
14/11/2024 | 9.53% | 0.17 CHF | 0.19 CHF | 300,000 | 50,000 | 310,404 | 50,000 | 50,992 CHF | 9,060 CHF | 99.27% | 99.27% |
13/11/2024 | 7.99% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 267,855 | 49,685 | 50,834 CHF | 10,332 CHF | 95.44% | 95.44% |
12/11/2024 | 6.92% | 0.22 CHF | 0.24 CHF | 230,000 | 50,000 | 225,647 | 50,000 | 50,564 CHF | 12,018 CHF | 87.29% | 87.29% |
11/11/2024 | 5.62% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 209,278 | 50,000 | 50,371 CHF | 12,735 CHF | 99.46% | 99.46% |
08/11/2024 | 6.72% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 208,729 | 50,000 | 50,349 CHF | 12,903 CHF | 100.00% | 100.00% |
07/11/2024 | 7.42% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 201,250 | 48,746 | 50,102 CHF | 13,074 CHF | 99.05% | 99.05% |