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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 13.48% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 727,825 | 376,411 | 50,358 CHF | 29,810 CHF | 100.00% | 100.00% |
20/11/2024 | 13.27% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 720,147 | 372,580 | 50,679 CHF | 29,946 CHF | 100.00% | 100.00% |
19/11/2024 | 12.43% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 668,154 | 346,577 | 50,427 CHF | 29,623 CHF | 99.89% | 99.89% |
18/11/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 709,371 | 367,185 | 50,734 CHF | 29,934 CHF | 99.89% | 99.89% |
15/11/2024 | 13.82% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 751,487 | 388,137 | 50,614 CHF | 30,025 CHF | 100.00% | 100.00% |
14/11/2024 | 12.68% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 684,817 | 354,908 | 50,546 CHF | 29,748 CHF | 100.00% | 100.00% |
13/11/2024 | 12.02% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 642,978 | 333,343 | 50,283 CHF | 29,400 CHF | 100.00% | 100.00% |
12/11/2024 | 12.44% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 667,914 | 347,307 | 50,342 CHF | 29,651 CHF | 99.61% | 99.61% |
11/11/2024 | 14.15% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 765,147 | 395,073 | 50,242 CHF | 29,893 CHF | 99.89% | 99.89% |
08/11/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 727,660 | 376,330 | 50,702 CHF | 29,986 CHF | 100.00% | 100.00% |