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 | 9.48% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 500,178 | 494,580 | 50,280 CHF | 54,674 CHF | 99.49% | 99.49% |
19/11/2024 | 12.40% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 659,295 | 344,028 | 49,899 CHF | 29,473 CHF | 98.64% | 98.64% |
18/11/2024 | 13.74% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 741,391 | 384,101 | 50,267 CHF | 29,893 CHF | 99.30% | 99.30% |
15/11/2024 | 11.19% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 600,517 | 303,219 | 50,640 CHF | 28,599 CHF | 97.95% | 97.95% |
14/11/2024 | 9.36% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 504,269 | 441,734 | 51,511 CHF | 50,915 CHF | 99.15% | 99.15% |
13/11/2024 | 9.23% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 431,622 | 431,622 | 44,711 CHF | 49,027 CHF | 99.22% | 99.22% |
12/11/2024 | 8.67% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 232,679 | 232,678 | 25,680 CHF | 28,007 CHF | 99.17% | 99.17% |
11/11/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 208,569 | 208,569 | 25,430 CHF | 27,516 CHF | 99.32% | 99.32% |
08/11/2024 | 7.74% | 0.14 CHF | 0.15 CHF | 188,000 | 188,000 | 207,996 | 207,996 | 25,860 CHF | 27,940 CHF | 99.50% | 99.50% |
07/11/2024 | 7.58% | 0.11 CHF | 0.12 CHF | 213,000 | 213,000 | 202,745 | 202,745 | 25,750 CHF | 27,777 CHF | 99.38% | 99.38% |