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 | 16.98% | 0.05 CHF | 0.06 CHF | 633,800 | 633,800 | 638,710 | 638,710 | 34,482 CHF | 40,869 CHF | 100.00% | 100.00% |
22/11/2024 | 15.54% | 0.06 CHF | 0.07 CHF | 626,000 | 626,000 | 628,266 | 628,266 | 37,388 CHF | 43,671 CHF | 100.00% | 100.00% |
20/11/2024 | 17.27% | 0.06 CHF | 0.07 CHF | 762,600 | 762,600 | 761,330 | 761,330 | 40,361 CHF | 47,974 CHF | 100.00% | 100.00% |
19/11/2024 | 18.38% | 0.05 CHF | 0.06 CHF | 908,700 | 908,700 | 908,684 | 908,684 | 44,963 CHF | 54,050 CHF | 100.00% | 100.00% |
18/11/2024 | 22.78% | 0.04 CHF | 0.05 CHF | 903,700 | 903,700 | 896,824 | 896,824 | 34,979 CHF | 43,948 CHF | 100.00% | 100.00% |
15/11/2024 | 21.28% | 0.04 CHF | 0.05 CHF | 721,900 | 721,900 | 725,954 | 725,954 | 30,609 CHF | 37,869 CHF | 100.00% | 100.00% |
14/11/2024 | 17.61% | 0.05 CHF | 0.06 CHF | 572,200 | 572,200 | 579,590 | 579,590 | 30,283 CHF | 36,079 CHF | 100.00% | 100.00% |
13/11/2024 | 14.73% | 0.06 CHF | 0.07 CHF | 559,700 | 559,700 | 563,481 | 563,481 | 35,503 CHF | 41,138 CHF | 100.00% | 100.00% |
12/11/2024 | 14.24% | 0.07 CHF | 0.08 CHF | 728,700 | 728,700 | 723,451 | 723,451 | 47,228 CHF | 54,463 CHF | 99.86% | 99.86% |
11/11/2024 | 17.64% | 0.05 CHF | 0.06 CHF | 646,000 | 646,000 | 646,026 | 646,026 | 33,473 CHF | 39,933 CHF | 99.68% | 99.68% |