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 | 13.99% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 761,951 | 392,734 | 50,664 CHF | 30,044 CHF | 100.00% | 100.00% |
19/11/2024 | 16.58% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 908,125 | 446,907 | 50,296 CHF | 29,379 CHF | 99.90% | 99.90% |
18/11/2024 | 15.46% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 856,691 | 436,609 | 51,145 CHF | 30,434 CHF | 99.90% | 99.90% |
15/11/2024 | 15.56% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 854,749 | 431,551 | 50,686 CHF | 29,905 CHF | 100.00% | 100.00% |
14/11/2024 | 15.87% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 875,987 | 445,485 | 50,816 CHF | 30,306 CHF | 100.00% | 100.00% |
13/11/2024 | 15.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 841,364 | 405,312 | 50,216 CHF | 28,546 CHF | 100.00% | 100.00% |
12/11/2024 | 11.35% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 606,470 | 313,268 | 50,423 CHF | 29,191 CHF | 99.69% | 99.69% |
11/11/2024 | 9.74% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 517,846 | 447,570 | 50,618 CHF | 48,650 CHF | 99.87% | 99.87% |
08/11/2024 | 9.52% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 503,998 | 473,925 | 50,452 CHF | 52,452 CHF | 100.00% | 100.00% |
07/11/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 428,547 | 428,548 | 51,800 CHF | 56,085 CHF | 99.83% | 99.83% |