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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 8.19% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 443,115 | 443,115 | 51,891 CHF | 56,322 CHF | 100.00% | 100.00% |
20/11/2024 | 7.86% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 418,930 | 418,930 | 51,242 CHF | 55,432 CHF | 100.00% | 100.00% |
19/11/2024 | 6.80% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 367,958 | 367,958 | 52,315 CHF | 55,995 CHF | 99.91% | 99.91% |
18/11/2024 | 7.34% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 395,684 | 395,684 | 51,978 CHF | 55,935 CHF | 99.90% | 99.90% |
15/11/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 459,586 | 459,584 | 51,178 CHF | 55,774 CHF | 100.00% | 100.00% |
14/11/2024 | 7.53% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 407,333 | 407,332 | 52,096 CHF | 56,169 CHF | 99.97% | 99.97% |
13/11/2024 | 6.58% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 357,064 | 357,064 | 52,456 CHF | 56,027 CHF | 100.00% | 100.00% |
12/11/2024 | 7.39% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 399,801 | 399,802 | 52,112 CHF | 56,110 CHF | 99.65% | 99.65% |
11/11/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 505,511 | 468,267 | 50,093 CHF | 51,361 CHF | 99.89% | 99.89% |