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 | 16.50% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 904,307 | 461,540 | 50,317 CHF | 30,289 CHF | 99.39% | 99.39% |
19/11/2024 | 16.02% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 869,604 | 443,473 | 49,982 CHF | 29,910 CHF | 99.26% | 99.26% |
18/11/2024 | 16.08% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 879,626 | 448,069 | 50,343 CHF | 30,132 CHF | 99.24% | 99.24% |
15/11/2024 | 12.46% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 665,383 | 343,742 | 50,069 CHF | 29,302 CHF | 99.38% | 99.38% |
14/11/2024 | 16.50% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 908,184 | 465,464 | 50,517 CHF | 30,539 CHF | 99.36% | 99.36% |
13/11/2024 | 14.76% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 802,344 | 412,225 | 50,339 CHF | 29,999 CHF | 99.36% | 99.36% |
12/11/2024 | 12.75% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 679,263 | 355,578 | 49,834 CHF | 29,681 CHF | 99.04% | 99.04% |
11/11/2024 | 8.76% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 473,416 | 473,416 | 51,699 CHF | 56,433 CHF | 99.28% | 99.28% |
08/11/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 479,223 | 479,223 | 51,850 CHF | 56,642 CHF | 99.37% | 99.37% |
07/11/2024 | 11.19% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 598,753 | 365,857 | 50,523 CHF | 35,381 CHF | 99.24% | 99.24% |