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 | 17.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 938,929 | 470,508 | 50,413 CHF | 30,038 CHF | 99.80% | 99.80% |
19/11/2024 | 17.99% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 977,597 | 474,196 | 49,523 CHF | 28,863 CHF | 99.71% | 99.71% |
18/11/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 885,838 | 448,893 | 50,962 CHF | 30,302 CHF | 99.70% | 99.70% |
15/11/2024 | 14.77% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 807,366 | 413,605 | 50,616 CHF | 30,075 CHF | 99.81% | 99.81% |
14/11/2024 | 15.04% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 824,712 | 417,250 | 50,707 CHF | 29,839 CHF | 99.80% | 99.80% |
13/11/2024 | 14.63% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 801,641 | 411,548 | 50,742 CHF | 30,174 CHF | 99.79% | 99.79% |
12/11/2024 | 14.84% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 800,762 | 409,071 | 49,955 CHF | 29,625 CHF | 99.49% | 99.49% |
11/11/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 774,025 | 398,494 | 50,472 CHF | 29,974 CHF | 99.72% | 99.72% |
08/11/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 719,023 | 371,926 | 50,434 CHF | 29,808 CHF | 99.80% | 99.80% |
07/11/2024 | 11.11% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 596,967 | 300,322 | 50,771 CHF | 28,547 CHF | 95.68% | 95.68% |