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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 516,323 | 426,226 | 50,908 CHF | 47,020 CHF | 98.57% | 98.57% |
22/11/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,239 | 425,239 | 51,116 CHF | 55,369 CHF | 100.00% | 100.00% |
20/11/2024 | 7.91% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,490 | 422,490 | 51,287 CHF | 55,512 CHF | 100.00% | 100.00% |
19/11/2024 | 8.62% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 470,632 | 470,632 | 52,287 CHF | 56,993 CHF | 99.86% | 99.86% |
18/11/2024 | 8.16% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 437,663 | 437,665 | 51,430 CHF | 55,807 CHF | 99.88% | 99.88% |
15/11/2024 | 8.29% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 445,729 | 445,729 | 51,521 CHF | 55,979 CHF | 100.00% | 100.00% |
14/11/2024 | 9.18% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 488,816 | 488,816 | 50,885 CHF | 55,774 CHF | 100.00% | 100.00% |
13/11/2024 | 9.37% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 495,697 | 495,697 | 50,436 CHF | 55,393 CHF | 100.00% | 100.00% |
12/11/2024 | 8.94% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 478,769 | 478,769 | 51,199 CHF | 55,986 CHF | 99.71% | 99.71% |
11/11/2024 | 8.21% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 440,196 | 440,196 | 51,379 CHF | 55,781 CHF | 99.85% | 99.85% |