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 | 3.52% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 490,932 | 163,644 | 136,657 CHF | 47,189 CHF | 99.37% | 99.37% |
19/11/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 484,978 | 161,659 | 143,672 CHF | 49,507 CHF | 99.37% | 99.37% |
18/11/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,794 CHF | 51,931 CHF | 99.22% | 99.22% |
15/11/2024 | 5.13% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 114,440 CHF | 40,147 CHF | 99.37% | 99.37% |
14/11/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 698,450 | 232,817 | 98,934 CHF | 35,306 CHF | 99.38% | 99.38% |
13/11/2024 | 6.79% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 705,154 | 235,051 | 100,249 CHF | 35,767 CHF | 99.36% | 99.36% |
12/11/2024 | 8.41% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,652 CHF | 31,051 CHF | 99.37% | 99.37% |
11/11/2024 | 9.98% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 71,619 CHF | 26,373 CHF | 99.38% | 99.38% |
08/11/2024 | 7.72% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 93,707 CHF | 33,736 CHF | 99.38% | 99.38% |
07/11/2024 | 6.63% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 704,537 | 234,846 | 102,816 CHF | 36,621 CHF | 99.28% | 99.28% |