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 | 8.22% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 437,220 | 437,220 | 51,023 CHF | 55,395 CHF | 99.48% | 99.48% |
19/11/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 441,543 | 441,541 | 51,628 CHF | 56,043 CHF | 95.65% | 95.65% |
18/11/2024 | 8.54% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 464,485 | 464,461 | 52,099 CHF | 56,741 CHF | 99.17% | 99.17% |
15/11/2024 | 9.34% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 489,986 | 481,442 | 50,067 CHF | 54,085 CHF | 99.35% | 99.35% |
14/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 434,690 | 434,711 | 51,559 CHF | 55,909 CHF | 99.35% | 99.35% |
13/11/2024 | 8.23% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 396,004 | 395,995 | 45,962 CHF | 49,922 CHF | 99.43% | 99.43% |
12/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 213,000 | 213,000 | 215,435 | 215,435 | 25,566 CHF | 27,720 CHF | 98.51% | 98.51% |
11/11/2024 | 8.56% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 232,509 | 232,509 | 26,018 CHF | 28,343 CHF | 99.33% | 99.33% |
08/11/2024 | 10.22% | 0.11 CHF | 0.12 CHF | 238,000 | 238,000 | 279,334 | 167,224 | 25,940 CHF | 17,513 CHF | 99.43% | 99.43% |
07/11/2024 | 9.02% | 0.09 CHF | 0.10 CHF | 288,000 | 150,000 | 246,477 | 226,215 | 26,127 CHF | 26,495 CHF | 99.11% | 99.11% |