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 | 11.77% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 625,483 | 324,691 | 50,032 CHF | 29,214 CHF | 99.39% | 99.39% |
19/11/2024 | 11.55% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 607,496 | 314,129 | 49,572 CHF | 28,759 CHF | 99.28% | 99.28% |
18/11/2024 | 11.43% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 615,563 | 315,953 | 50,788 CHF | 29,219 CHF | 99.28% | 99.28% |
15/11/2024 | 13.52% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 731,287 | 376,353 | 50,494 CHF | 29,765 CHF | 99.37% | 99.37% |
14/11/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 569,794 | 306,882 | 51,396 CHF | 30,803 CHF | 99.38% | 99.38% |
13/11/2024 | 10.74% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 574,576 | 333,377 | 50,641 CHF | 33,092 CHF | 99.38% | 99.38% |
12/11/2024 | 11.55% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 619,098 | 320,558 | 50,630 CHF | 29,402 CHF | 99.04% | 99.04% |
11/11/2024 | 15.00% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 821,506 | 417,057 | 50,665 CHF | 29,901 CHF | 99.28% | 99.28% |
08/11/2024 | 14.71% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 801,247 | 407,840 | 50,453 CHF | 29,775 CHF | 99.39% | 99.39% |
07/11/2024 | 12.02% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 646,780 | 347,281 | 50,619 CHF | 30,901 CHF | 99.19% | 99.19% |