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 | 11.25% | 0.12 CHF | 0.14 CHF | 420,000 | 75,000 | 396,583 | 75,000 | 50,508 CHF | 10,728 CHF | 96.88% | 96.88% |
19/11/2024 | 8.55% | 0.13 CHF | 0.15 CHF | 390,000 | 75,000 | 366,436 | 75,000 | 50,521 CHF | 11,277 CHF | 96.71% | 96.71% |
18/11/2024 | 10.32% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 349,019 | 63,971 | 50,708 CHF | 10,119 CHF | 100.00% | 100.00% |
15/11/2024 | 8.33% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 252,881 | 50,000 | 50,168 CHF | 10,796 CHF | 83.19% | 83.19% |
14/11/2024 | 7.56% | 0.21 CHF | 0.23 CHF | 240,000 | 50,000 | 249,123 | 50,000 | 50,456 CHF | 10,944 CHF | 99.27% | 99.27% |
13/11/2024 | 7.49% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 222,696 | 49,685 | 50,550 CHF | 12,241 CHF | 95.44% | 95.44% |
12/11/2024 | 5.81% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 196,245 | 50,000 | 51,501 CHF | 13,920 CHF | 87.29% | 87.29% |
11/11/2024 | 4.57% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 181,107 | 50,000 | 50,630 CHF | 14,634 CHF | 99.46% | 99.46% |
08/11/2024 | 4.65% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 180,000 | 50,000 | 50,548 CHF | 14,711 CHF | 100.00% | 100.00% |
07/11/2024 | 5.61% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 179,919 | 48,746 | 51,902 CHF | 14,872 CHF | 99.05% | 99.05% |