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 | 10.18% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 541,934 | 408,901 | 50,519 CHF | 43,028 CHF | 100.00% | 100.00% |
20/11/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 505,982 | 476,351 | 50,280 CHF | 52,357 CHF | 100.00% | 100.00% |
19/11/2024 | 11.76% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 633,856 | 327,365 | 50,753 CHF | 29,482 CHF | 99.91% | 99.91% |
18/11/2024 | 10.92% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 592,286 | 304,458 | 51,295 CHF | 29,420 CHF | 99.88% | 99.88% |
15/11/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 505,715 | 431,894 | 51,158 CHF | 48,752 CHF | 100.00% | 100.00% |
14/11/2024 | 10.41% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 559,680 | 371,656 | 51,005 CHF | 38,719 CHF | 100.00% | 100.00% |
13/11/2024 | 11.28% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 612,163 | 315,587 | 51,213 CHF | 29,559 CHF | 100.00% | 100.00% |
12/11/2024 | 9.54% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 503,824 | 466,559 | 50,291 CHF | 51,603 CHF | 99.69% | 99.69% |
11/11/2024 | 6.95% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 377,279 | 377,279 | 52,425 CHF | 56,197 CHF | 99.91% | 99.91% |
08/11/2024 | 7.09% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 383,833 | 383,833 | 52,284 CHF | 56,122 CHF | 100.00% | 100.00% |