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 | 17.09% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 941,872 | 479,518 | 50,423 CHF | 30,478 CHF | 99.17% | 99.17% |
19/11/2024 | 20.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 988,014 | 253,672 | 43,237 CHF | 13,638 CHF | 98.94% | 98.94% |
18/11/2024 | 16.78% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 928,094 | 472,811 | 50,683 CHF | 30,553 CHF | 99.25% | 99.25% |
15/11/2024 | 14.57% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 787,239 | 404,225 | 50,085 CHF | 29,772 CHF | 99.36% | 99.36% |
14/11/2024 | 9.34% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 499,397 | 439,906 | 51,071 CHF | 50,708 CHF | 99.25% | 99.25% |
13/11/2024 | 8.51% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,801 | 405,780 | 45,757 CHF | 49,813 CHF | 99.06% | 99.06% |
12/11/2024 | 8.95% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 237,550 | 222,985 | 25,381 CHF | 26,296 CHF | 98.91% | 98.91% |
11/11/2024 | 17.22% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 456,499 | 190,468 | 24,540 CHF | 13,251 CHF | 99.33% | 99.33% |
08/11/2024 | 32.77% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 12,796 CHF | 4,449 CHF | 99.43% | 99.43% |
07/11/2024 | 33.25% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 492,556 | 125,000 | 12,358 CHF | 4,386 CHF | 99.26% | 99.26% |