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 | 6.72% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 365,130 | 365,130 | 52,545 CHF | 56,196 CHF | 97.92% | 97.92% |
22/11/2024 | 6.43% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 346,557 | 346,559 | 52,157 CHF | 55,623 CHF | 99.39% | 99.39% |
20/11/2024 | 8.43% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 450,558 | 450,559 | 51,216 CHF | 55,722 CHF | 99.39% | 99.39% |
19/11/2024 | 7.02% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 381,078 | 381,080 | 52,415 CHF | 56,226 CHF | 99.28% | 99.28% |
18/11/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 455,412 | 455,412 | 51,616 CHF | 56,170 CHF | 99.28% | 99.28% |
15/11/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,320 | 423,320 | 51,250 CHF | 55,483 CHF | 99.37% | 99.37% |
14/11/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 405,889 | 405,885 | 51,789 CHF | 55,847 CHF | 99.38% | 99.38% |
13/11/2024 | 5.92% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 314,948 | 314,948 | 51,615 CHF | 54,765 CHF | 99.38% | 99.38% |
12/11/2024 | 6.27% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 340,943 | 339,832 | 52,704 CHF | 55,969 CHF | 99.02% | 99.02% |
11/11/2024 | 11.62% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 628,101 | 324,428 | 50,933 CHF | 29,547 CHF | 99.26% | 99.26% |