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 | 16.64% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 922,889 | 473,592 | 50,855 CHF | 30,832 CHF | 99.81% | 99.81% |
19/11/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 835,032 | 421,112 | 50,519 CHF | 29,695 CHF | 99.70% | 99.70% |
18/11/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 862,539 | 433,360 | 50,835 CHF | 29,866 CHF | 99.70% | 99.70% |
15/11/2024 | 16.31% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 906,522 | 462,682 | 51,060 CHF | 30,680 CHF | 99.80% | 99.80% |
14/11/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 909,543 | 464,695 | 50,922 CHF | 30,656 CHF | 99.80% | 99.80% |
13/11/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 850,000 | 425,000 | 50,996 CHF | 29,748 CHF | 99.80% | 99.80% |
12/11/2024 | 16.53% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 911,433 | 467,883 | 50,577 CHF | 30,637 CHF | 99.50% | 99.50% |
11/11/2024 | 18.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,267 | 497,756 | 50,124 CHF | 30,100 CHF | 99.71% | 99.71% |
08/11/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,869 CHF | 30,872 CHF | 99.80% | 99.80% |
07/11/2024 | 16.65% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 919,761 | 472,562 | 50,652 CHF | 30,750 CHF | 95.70% | 95.70% |