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 | 11.55% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 618,604 | 318,678 | 50,480 CHF | 29,184 CHF | 100.00% | 100.00% |
19/11/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 601,847 | 307,568 | 50,843 CHF | 29,055 CHF | 99.89% | 99.89% |
18/11/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 581,255 | 300,000 | 51,488 CHF | 29,584 CHF | 99.91% | 99.91% |
15/11/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,000 | 300,000 | 51,762 CHF | 30,006 CHF | 100.00% | 100.00% |
14/11/2024 | 10.24% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 553,129 | 358,322 | 51,223 CHF | 37,242 CHF | 100.00% | 100.00% |
13/11/2024 | 10.64% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 578,833 | 301,598 | 51,506 CHF | 29,863 CHF | 100.00% | 100.00% |
12/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,624 | 497,624 | 49,762 CHF | 54,739 CHF | 99.69% | 99.69% |
11/11/2024 | 8.85% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 479,904 | 479,904 | 51,834 CHF | 56,633 CHF | 99.88% | 99.88% |
08/11/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,706 | 495,706 | 50,393 CHF | 55,350 CHF | 100.00% | 100.00% |
07/11/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,087 | 473,087 | 52,459 CHF | 57,190 CHF | 99.90% | 99.90% |