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 | 10.29% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 553,678 | 348,695 | 51,004 CHF | 36,008 CHF | 99.38% | 99.38% |
19/11/2024 | 9.93% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 531,463 | 407,352 | 50,833 CHF | 43,624 CHF | 99.27% | 99.27% |
18/11/2024 | 8.75% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 469,065 | 469,065 | 51,320 CHF | 56,011 CHF | 99.26% | 99.26% |
15/11/2024 | 7.50% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 403,175 | 403,174 | 51,797 CHF | 55,829 CHF | 99.38% | 99.38% |
14/11/2024 | 6.39% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 343,078 | 343,078 | 51,977 CHF | 55,408 CHF | 99.35% | 99.35% |
13/11/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,489 CHF | 54,489 CHF | 99.36% | 99.36% |
12/11/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,333 | 294,333 | 52,173 CHF | 55,116 CHF | 99.09% | 99.09% |
11/11/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,379 | 278,379 | 52,569 CHF | 55,353 CHF | 99.26% | 99.26% |
08/11/2024 | 5.32% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 291,656 | 291,656 | 53,312 CHF | 56,228 CHF | 99.39% | 99.39% |
07/11/2024 | 5.14% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 276,022 | 276,022 | 52,295 CHF | 55,056 CHF | 99.23% | 99.23% |