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 | 15.06% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 828,036 | 417,504 | 50,844 CHF | 29,824 CHF | 99.80% | 99.80% |
19/11/2024 | 14.64% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 792,765 | 406,975 | 50,189 CHF | 29,846 CHF | 99.71% | 99.71% |
18/11/2024 | 16.03% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 887,588 | 450,057 | 50,950 CHF | 30,325 CHF | 99.69% | 99.69% |
15/11/2024 | 16.60% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 921,140 | 471,680 | 50,882 CHF | 30,768 CHF | 99.81% | 99.81% |
14/11/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 869,480 | 437,986 | 50,981 CHF | 30,050 CHF | 99.81% | 99.81% |
13/11/2024 | 15.49% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 854,984 | 429,003 | 50,935 CHF | 29,845 CHF | 99.80% | 99.80% |
12/11/2024 | 15.00% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 810,291 | 412,246 | 49,955 CHF | 29,552 CHF | 99.49% | 99.49% |
11/11/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 869,434 | 437,957 | 50,967 CHF | 30,043 CHF | 99.71% | 99.71% |
08/11/2024 | 16.19% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 898,382 | 457,256 | 50,997 CHF | 30,518 CHF | 99.80% | 99.80% |
07/11/2024 | 16.61% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 917,774 | 471,155 | 50,671 CHF | 30,722 CHF | 95.67% | 95.67% |