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 | 12.08% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 648,768 | 352,306 | 50,456 CHF | 31,189 CHF | 99.09% | 99.09% |
19/11/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 636,130 | 328,123 | 50,302 CHF | 29,219 CHF | 99.24% | 99.24% |
18/11/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 553,591 | 352,329 | 50,661 CHF | 36,184 CHF | 99.19% | 99.19% |
15/11/2024 | 9.49% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,964 | 492,621 | 50,382 CHF | 54,391 CHF | 99.35% | 99.35% |
14/11/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 573,388 | 309,611 | 51,592 CHF | 30,987 CHF | 99.17% | 99.17% |
13/11/2024 | 10.21% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 485,392 | 346,602 | 45,256 CHF | 36,291 CHF | 99.01% | 99.01% |
12/11/2024 | 10.17% | 0.09 CHF | 0.10 CHF | 288,000 | 150,000 | 271,720 | 186,108 | 25,345 CHF | 19,450 CHF | 90.65% | 90.65% |