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 | 13.66% | 0.07 CHF | 0.08 CHF | 325,000 | 325,000 | 347,600 | 347,593 | 23,695 CHF | 27,171 CHF | 99.96% | 99.96% |
19/11/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 251,444 | 251,447 | 22,697 CHF | 25,212 CHF | 99.82% | 99.82% |
18/11/2024 | 15.39% | 0.07 CHF | 0.08 CHF | 350,000 | 350,000 | 389,511 | 389,515 | 23,338 CHF | 27,233 CHF | 99.91% | 99.91% |
15/11/2024 | 15.28% | 0.06 CHF | 0.07 CHF | 425,000 | 425,000 | 388,707 | 388,709 | 23,499 CHF | 27,386 CHF | 100.00% | 100.00% |
14/11/2024 | 14.64% | 0.06 CHF | 0.07 CHF | 375,000 | 375,000 | 378,067 | 378,067 | 23,932 CHF | 27,712 CHF | 99.63% | 99.63% |
13/11/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 325,000 | 325,000 | 339,865 | 339,865 | 23,640 CHF | 27,038 CHF | 99.95% | 99.95% |
12/11/2024 | 15.24% | 0.07 CHF | 0.08 CHF | 375,000 | 375,000 | 407,724 | 407,725 | 24,722 CHF | 28,799 CHF | 99.83% | 99.83% |
11/11/2024 | 17.47% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 509,236 | 488,807 | 26,618 CHF | 30,452 CHF | 99.82% | 99.82% |
08/11/2024 | 16.41% | 0.06 CHF | 0.07 CHF | 475,000 | 475,000 | 472,562 | 462,853 | 26,453 CHF | 30,527 CHF | 99.82% | 99.82% |
07/11/2024 | 17.32% | 0.06 CHF | 0.07 CHF | 525,000 | 475,000 | 524,419 | 485,062 | 27,681 CHF | 30,461 CHF | 99.90% | 99.90% |