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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 8.60% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 457,983 | 455,129 | 51,037 CHF | 55,304 CHF | 98.48% | 98.48% |
22/11/2024 | 9.94% | 0.09 CHF | 0.10 CHF | 475,000 | 475,000 | 525,025 | 441,738 | 50,287 CHF | 47,452 CHF | 100.00% | 100.00% |
20/11/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 619,812 | 317,788 | 50,787 CHF | 29,204 CHF | 100.00% | 100.00% |
19/11/2024 | 10.73% | 0.07 CHF | 0.08 CHF | 625,000 | 325,000 | 577,551 | 343,879 | 50,946 CHF | 34,274 CHF | 99.90% | 99.90% |
18/11/2024 | 12.79% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 686,974 | 355,650 | 50,310 CHF | 29,607 CHF | 99.91% | 99.91% |
15/11/2024 | 11.91% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 637,284 | 329,193 | 50,325 CHF | 29,280 CHF | 100.00% | 100.00% |
14/11/2024 | 11.17% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 598,492 | 320,478 | 50,600 CHF | 30,444 CHF | 100.00% | 100.00% |
13/11/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 495,350 | 450,163 | 50,665 CHF | 51,030 CHF | 100.00% | 100.00% |
12/11/2024 | 10.84% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 586,113 | 320,011 | 51,160 CHF | 31,317 CHF | 99.68% | 99.68% |
11/11/2024 | 10.18% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 549,060 | 372,999 | 51,193 CHF | 39,354 CHF | 99.89% | 99.89% |