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 | 9.84% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 526,725 | 437,193 | 50,974 CHF | 47,348 CHF | 100.00% | 100.00% |
19/11/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 600,155 | 338,481 | 50,657 CHF | 32,473 CHF | 99.88% | 99.88% |
18/11/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 474,921 | 474,921 | 51,368 CHF | 56,117 CHF | 99.92% | 99.92% |
15/11/2024 | 6.46% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 346,199 | 346,197 | 51,877 CHF | 55,338 CHF | 100.00% | 100.00% |
14/11/2024 | 6.17% | 0.17 CHF | 0.18 CHF | 350,000 | 350,000 | 335,840 | 335,824 | 52,710 CHF | 56,065 CHF | 100.00% | 100.00% |
13/11/2024 | 8.08% | 0.13 CHF | 0.14 CHF | 475,000 | 475,000 | 436,187 | 436,187 | 51,813 CHF | 56,175 CHF | 100.00% | 100.00% |
12/11/2024 | 6.34% | 0.11 CHF | 0.12 CHF | 400,000 | 400,000 | 338,380 | 338,381 | 51,669 CHF | 55,053 CHF | 99.71% | 99.71% |
11/11/2024 | 5.00% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 268,685 | 268,685 | 52,309 CHF | 54,995 CHF | 99.90% | 99.90% |
08/11/2024 | 6.82% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 369,379 | 369,379 | 52,321 CHF | 56,015 CHF | 100.00% | 100.00% |
07/11/2024 | 7.77% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 415,407 | 415,407 | 51,417 CHF | 55,571 CHF | 99.90% | 99.90% |