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 | 9.50% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,442 | 497,442 | 49,913 CHF | 54,888 CHF | 99.37% | 99.37% |
19/11/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 478,864 | 478,865 | 51,578 CHF | 56,366 CHF | 98.57% | 98.57% |
18/11/2024 | 7.52% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,025 | 405,025 | 51,901 CHF | 55,951 CHF | 99.26% | 99.26% |
15/11/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,771 | 405,771 | 51,663 CHF | 55,721 CHF | 99.37% | 99.37% |
14/11/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 399,271 | 399,272 | 51,821 CHF | 55,814 CHF | 99.39% | 99.39% |
13/11/2024 | 7.64% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 409,389 | 409,388 | 51,562 CHF | 55,655 CHF | 99.39% | 99.39% |
12/11/2024 | 6.53% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 354,087 | 354,086 | 52,459 CHF | 56,000 CHF | 99.07% | 99.07% |
11/11/2024 | 6.16% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 331,388 | 331,388 | 52,115 CHF | 55,429 CHF | 99.23% | 99.23% |
08/11/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 340,898 | 340,898 | 52,299 CHF | 55,708 CHF | 99.38% | 99.38% |
07/11/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 309,393 | 309,393 | 51,458 CHF | 54,552 CHF | 99.28% | 99.28% |