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 | 9.16% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 491,190 | 465,077 | 51,235 CHF | 53,468 CHF | 100.00% | 100.00% |
19/11/2024 | 11.33% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 608,858 | 312,637 | 50,713 CHF | 29,164 CHF | 99.86% | 99.86% |
18/11/2024 | 9.61% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 511,482 | 456,992 | 50,690 CHF | 50,250 CHF | 99.90% | 99.90% |
15/11/2024 | 8.00% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 425,457 | 425,449 | 51,134 CHF | 55,388 CHF | 100.00% | 100.00% |
14/11/2024 | 6.23% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 334,893 | 334,894 | 52,059 CHF | 55,408 CHF | 100.00% | 100.00% |
13/11/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 339,147 | 339,140 | 52,232 CHF | 55,623 CHF | 100.00% | 100.00% |
12/11/2024 | 3.64% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 196,684 | 196,684 | 53,140 CHF | 55,106 CHF | 99.72% | 99.72% |
11/11/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,027 | 174,027 | 56,521 CHF | 58,261 CHF | 99.91% | 99.91% |
08/11/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 211,677 | 211,677 | 52,413 CHF | 54,530 CHF | 100.00% | 100.00% |
07/11/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 180,931 | 180,931 | 53,795 CHF | 55,604 CHF | 99.90% | 99.90% |