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 | 8.44% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 454,993 | 454,993 | 51,644 CHF | 56,194 CHF | 98.60% | 98.60% |
22/11/2024 | 8.00% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 428,426 | 396,927 | 51,465 CHF | 52,609 CHF | 100.00% | 100.00% |
20/11/2024 | 12.19% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 656,131 | 338,957 | 50,596 CHF | 29,519 CHF | 100.00% | 100.00% |
19/11/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,622 | 374,793 | 51,402 CHF | 38,285 CHF | 99.55% | 99.55% |
18/11/2024 | 14.43% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 782,463 | 401,003 | 50,318 CHF | 29,809 CHF | 99.94% | 99.94% |
15/11/2024 | 13.79% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 747,736 | 386,368 | 50,478 CHF | 29,948 CHF | 100.00% | 100.00% |
14/11/2024 | 11.26% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 606,928 | 317,124 | 50,881 CHF | 29,790 CHF | 100.00% | 100.00% |
13/11/2024 | 9.95% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 541,013 | 378,624 | 51,676 CHF | 40,695 CHF | 100.00% | 100.00% |
12/11/2024 | 11.52% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 622,461 | 329,445 | 50,980 CHF | 30,378 CHF | 99.98% | 99.98% |
11/11/2024 | 12.54% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 661,050 | 341,314 | 49,332 CHF | 28,875 CHF | 100.00% | 100.00% |