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 | 12.58% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 673,621 | 349,868 | 50,174 CHF | 29,558 CHF | 99.38% | 99.38% |
19/11/2024 | 12.15% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 649,215 | 339,072 | 50,157 CHF | 29,612 CHF | 99.27% | 99.27% |
18/11/2024 | 9.82% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 523,145 | 433,486 | 50,634 CHF | 46,828 CHF | 99.30% | 99.30% |
15/11/2024 | 10.30% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 552,547 | 361,235 | 50,882 CHF | 37,331 CHF | 99.38% | 99.38% |
14/11/2024 | 9.94% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 526,957 | 422,123 | 50,351 CHF | 45,030 CHF | 99.34% | 99.34% |
13/11/2024 | 10.46% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 565,228 | 338,261 | 51,196 CHF | 34,332 CHF | 99.36% | 99.36% |
12/11/2024 | 10.24% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 551,044 | 363,180 | 51,030 CHF | 37,991 CHF | 99.08% | 99.08% |
11/11/2024 | 8.28% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 447,694 | 442,500 | 51,824 CHF | 55,678 CHF | 99.25% | 99.25% |
08/11/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 630,547 | 322,959 | 50,508 CHF | 29,080 CHF | 99.38% | 99.38% |
07/11/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 623,385 | 321,048 | 51,105 CHF | 29,724 CHF | 99.23% | 99.23% |