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 | 19.81% | 0.05 CHF | 0.06 CHF | 675,000 | 500,000 | 721,088 | 290,908 | 32,794 CHF | 16,254 CHF | 99.95% | 99.95% |
19/11/2024 | 18.83% | 0.05 CHF | 0.06 CHF | 700,000 | 250,000 | 668,477 | 404,407 | 32,207 CHF | 23,821 CHF | 99.79% | 99.79% |
18/11/2024 | 19.67% | 0.05 CHF | 0.06 CHF | 625,000 | 500,000 | 686,445 | 296,764 | 31,467 CHF | 16,769 CHF | 99.90% | 99.90% |
15/11/2024 | 18.88% | 0.06 CHF | 0.07 CHF | 575,000 | 475,000 | 643,852 | 374,871 | 30,891 CHF | 22,156 CHF | 100.00% | 100.00% |
14/11/2024 | 18.44% | 0.05 CHF | 0.06 CHF | 575,000 | 500,000 | 615,265 | 453,278 | 30,311 CHF | 27,041 CHF | 99.63% | 99.63% |
13/11/2024 | 18.23% | 0.05 CHF | 0.06 CHF | 600,000 | 500,000 | 614,503 | 490,161 | 30,633 CHF | 29,369 CHF | 99.94% | 99.94% |
12/11/2024 | 19.25% | 0.05 CHF | 0.06 CHF | 675,000 | 250,000 | 661,682 | 347,540 | 31,117 CHF | 20,076 CHF | 99.80% | 99.80% |
11/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 700,000 | 250,000 | 700,671 | 251,881 | 31,530 CHF | 13,853 CHF | 99.78% | 99.78% |
08/11/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 650,000 | 500,000 | 640,475 | 476,565 | 31,710 CHF | 28,467 CHF | 99.88% | 99.88% |
07/11/2024 | 18.49% | 0.05 CHF | 0.06 CHF | 625,000 | 500,000 | 640,571 | 457,360 | 31,384 CHF | 27,218 CHF | 99.90% | 99.90% |