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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 358,469 | 358,469 | 52,017 CHF | 55,602 CHF | 99.39% | 99.39% |
12/11/2024 | 8.22% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 442,521 | 442,520 | 51,652 CHF | 56,077 CHF | 99.05% | 99.05% |
11/11/2024 | 8.34% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 451,132 | 451,133 | 51,853 CHF | 56,364 CHF | 99.28% | 99.28% |
08/11/2024 | 9.20% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 491,461 | 475,619 | 51,011 CHF | 54,300 CHF | 99.39% | 99.39% |
07/11/2024 | 13.42% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 725,977 | 376,211 | 50,528 CHF | 29,991 CHF | 99.25% | 99.25% |
06/11/2024 | 6.96% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 375,460 | 375,460 | 52,139 CHF | 55,893 CHF | 99.37% | 99.37% |
05/11/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 329,378 | 329,377 | 52,126 CHF | 55,420 CHF | 99.38% | 99.38% |
04/11/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 306,657 | 306,657 | 51,480 CHF | 54,546 CHF | 97.51% | 97.51% |