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 | 9.58% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 508,420 | 433,769 | 50,618 CHF | 48,113 CHF | 100.00% | 100.00% |
19/11/2024 | 7.82% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 417,386 | 413,704 | 51,398 CHF | 55,200 CHF | 99.89% | 99.89% |
18/11/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,825 | 495,825 | 50,328 CHF | 55,286 CHF | 99.85% | 99.85% |
15/11/2024 | 10.71% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 580,612 | 320,270 | 51,283 CHF | 31,770 CHF | 100.00% | 100.00% |
14/11/2024 | 10.37% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 560,459 | 329,871 | 51,242 CHF | 33,711 CHF | 100.00% | 100.00% |
13/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 429,125 | 429,125 | 51,509 CHF | 55,800 CHF | 100.00% | 100.00% |
12/11/2024 | 10.13% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 550,894 | 358,565 | 51,568 CHF | 38,000 CHF | 99.68% | 99.68% |
11/11/2024 | 12.08% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 642,750 | 337,323 | 49,960 CHF | 29,624 CHF | 99.90% | 99.90% |
08/11/2024 | 8.24% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 442,004 | 442,004 | 51,449 CHF | 55,869 CHF | 100.00% | 100.00% |
07/11/2024 | 6.80% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 369,382 | 369,383 | 52,513 CHF | 56,207 CHF | 99.91% | 99.91% |