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 | 8.02% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 428,098 | 428,098 | 51,272 CHF | 55,553 CHF | 99.40% | 99.40% |
19/11/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 493,635 | 493,608 | 49,820 CHF | 54,753 CHF | 98.63% | 98.63% |
18/11/2024 | 10.22% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 550,712 | 357,399 | 51,106 CHF | 37,212 CHF | 99.29% | 99.29% |
15/11/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 478,641 | 478,641 | 51,904 CHF | 56,690 CHF | 98.28% | 98.28% |
14/11/2024 | 8.28% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 437,489 | 437,489 | 50,707 CHF | 55,082 CHF | 99.16% | 99.16% |
13/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 384,330 | 384,333 | 45,535 CHF | 49,378 CHF | 99.42% | 99.42% |
12/11/2024 | 7.90% | 0.11 CHF | 0.12 CHF | 238,000 | 238,000 | 211,113 | 211,113 | 25,654 CHF | 27,765 CHF | 99.16% | 99.16% |
11/11/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 198,577 | 198,577 | 25,825 CHF | 27,811 CHF | 99.21% | 99.21% |
08/11/2024 | 7.42% | 0.14 CHF | 0.15 CHF | 188,000 | 188,000 | 200,136 | 200,135 | 25,986 CHF | 27,988 CHF | 99.49% | 99.49% |
07/11/2024 | 7.37% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 198,459 | 198,459 | 25,961 CHF | 27,946 CHF | 99.33% | 99.33% |