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 | 14.67% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 801,093 | 408,636 | 50,596 CHF | 29,909 CHF | 99.80% | 99.80% |
19/11/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 702,899 | 365,040 | 50,253 CHF | 29,754 CHF | 99.71% | 99.71% |
18/11/2024 | 13.92% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 753,756 | 389,378 | 50,406 CHF | 29,933 CHF | 99.70% | 99.70% |
15/11/2024 | 14.58% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 792,363 | 405,023 | 50,390 CHF | 29,820 CHF | 99.80% | 99.80% |
14/11/2024 | 14.30% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 774,636 | 399,818 | 50,305 CHF | 29,963 CHF | 99.81% | 99.81% |
13/11/2024 | 13.82% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 750,105 | 387,552 | 50,547 CHF | 29,992 CHF | 99.80% | 99.80% |
12/11/2024 | 14.68% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 796,483 | 407,394 | 50,262 CHF | 29,795 CHF | 99.50% | 99.50% |
11/11/2024 | 15.70% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 867,238 | 436,492 | 50,908 CHF | 29,979 CHF | 99.71% | 99.71% |
08/11/2024 | 14.61% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 797,085 | 407,361 | 50,561 CHF | 29,927 CHF | 99.80% | 99.80% |
07/11/2024 | 14.64% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 798,308 | 407,836 | 50,546 CHF | 29,912 CHF | 95.68% | 95.68% |