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 | 8.20% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 439,694 | 439,694 | 51,383 CHF | 55,780 CHF | 99.38% | 99.38% |
19/11/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 440,585 | 440,585 | 51,485 CHF | 55,891 CHF | 99.28% | 99.28% |
18/11/2024 | 10.15% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 544,444 | 383,017 | 50,902 CHF | 40,275 CHF | 99.29% | 99.29% |
15/11/2024 | 10.87% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 581,770 | 344,960 | 50,614 CHF | 34,034 CHF | 99.38% | 99.38% |
14/11/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 511,304 | 433,800 | 50,948 CHF | 48,240 CHF | 99.35% | 99.35% |
13/11/2024 | 9.87% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 529,435 | 390,807 | 50,984 CHF | 42,592 CHF | 99.36% | 99.36% |
12/11/2024 | 12.43% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 650,063 | 337,950 | 49,131 CHF | 28,921 CHF | 99.07% | 99.07% |