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 | 16.26% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 908,388 | 463,222 | 51,324 CHF | 30,796 CHF | 99.80% | 99.80% |
19/11/2024 | 17.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 953,279 | 483,801 | 50,410 CHF | 30,437 CHF | 99.72% | 99.72% |
18/11/2024 | 14.70% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 803,855 | 409,618 | 50,659 CHF | 29,925 CHF | 99.70% | 99.70% |
15/11/2024 | 14.07% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 764,282 | 394,641 | 50,517 CHF | 30,032 CHF | 99.80% | 99.80% |
14/11/2024 | 12.65% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 686,058 | 355,530 | 50,768 CHF | 29,868 CHF | 99.80% | 99.80% |
13/11/2024 | 16.76% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 931,270 | 475,294 | 50,935 CHF | 30,753 CHF | 99.81% | 99.81% |
12/11/2024 | 16.61% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 923,853 | 473,568 | 51,007 CHF | 30,881 CHF | 99.49% | 99.49% |
11/11/2024 | 19.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 350,894 | 45,785 CHF | 19,977 CHF | 99.70% | 99.70% |
08/11/2024 | 26.68% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,644 CHF | 10,661 CHF | 99.80% | 99.80% |
07/11/2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,828 | 250,000 | 40,245 CHF | 12,623 CHF | 95.68% | 95.68% |