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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 439,355 | 439,353 | 51,339 CHF | 55,732 CHF | 100.00% | 100.00% |
20/11/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,938 | 423,938 | 50,946 CHF | 55,185 CHF | 100.00% | 100.00% |
19/11/2024 | 8.65% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 470,265 | 470,267 | 52,008 CHF | 56,711 CHF | 99.30% | 99.30% |
18/11/2024 | 8.47% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 459,655 | 459,655 | 51,974 CHF | 56,570 CHF | 99.87% | 99.87% |
15/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,395 | 427,398 | 51,332 CHF | 55,606 CHF | 100.00% | 100.00% |
14/11/2024 | 8.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 454,031 | 454,031 | 51,689 CHF | 56,229 CHF | 99.99% | 99.99% |
13/11/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 478,908 | 478,908 | 51,793 CHF | 56,582 CHF | 100.00% | 100.00% |
12/11/2024 | 8.10% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 430,261 | 430,258 | 50,963 CHF | 55,266 CHF | 99.67% | 99.67% |
11/11/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 377,910 | 377,910 | 52,417 CHF | 56,196 CHF | 99.88% | 99.88% |
08/11/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 379,088 | 379,088 | 52,273 CHF | 56,064 CHF | 100.00% | 100.00% |