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 | 13.31% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 721,863 | 373,039 | 50,615 CHF | 29,886 CHF | 99.80% | 99.80% |
19/11/2024 | 12.65% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 676,761 | 351,422 | 50,081 CHF | 29,529 CHF | 99.71% | 99.71% |
18/11/2024 | 15.11% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 830,611 | 418,537 | 50,798 CHF | 29,793 CHF | 99.69% | 99.69% |
15/11/2024 | 16.24% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 898,198 | 457,627 | 50,824 CHF | 30,469 CHF | 99.80% | 99.80% |
14/11/2024 | 14.78% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 811,272 | 413,836 | 50,834 CHF | 30,083 CHF | 99.81% | 99.81% |
13/11/2024 | 14.54% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 795,361 | 405,092 | 50,720 CHF | 29,903 CHF | 99.80% | 99.80% |
12/11/2024 | 13.54% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 724,803 | 377,086 | 49,911 CHF | 29,740 CHF | 99.49% | 99.49% |
11/11/2024 | 14.99% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 821,752 | 418,780 | 50,706 CHF | 30,040 CHF | 99.71% | 99.71% |
08/11/2024 | 15.93% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 884,176 | 448,135 | 51,107 CHF | 30,375 CHF | 99.80% | 99.80% |
07/11/2024 | 17.78% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 977,079 | 492,224 | 50,077 CHF | 30,160 CHF | 95.69% | 95.69% |