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 | 18.20% | 0.05 CHF | 0.06 CHF | 750,000 | 150,000 | 750,000 | 149,818 | 38,091 CHF | 9,105 CHF | 99.17% | 99.17% |
19/11/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 750,000 | 150,000 | 750,000 | 145,791 | 42,029 CHF | 9,576 CHF | 99.16% | 99.16% |
18/11/2024 | 14.43% | 0.06 CHF | 0.07 CHF | 750,000 | 150,000 | 750,000 | 143,299 | 48,819 CHF | 10,720 CHF | 99.23% | 99.23% |
15/11/2024 | 15.07% | 0.08 CHF | 0.09 CHF | 750,000 | 100,000 | 750,000 | 142,212 | 46,760 CHF | 10,170 CHF | 99.16% | 99.16% |
14/11/2024 | 19.52% | 0.05 CHF | 0.06 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 35,015 CHF | 8,503 CHF | 99.15% | 99.15% |
13/11/2024 | 23.35% | 0.03 CHF | 0.04 CHF | 750,000 | 200,000 | 750,000 | 173,529 | 28,664 CHF | 8,320 CHF | 99.16% | 99.16% |
12/11/2024 | 26.39% | 0.03 CHF | 0.04 CHF | 750,000 | 200,000 | 750,000 | 199,067 | 25,695 CHF | 8,709 CHF | 99.16% | 99.16% |
11/11/2024 | 12.41% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 133,052 | 57,579 CHF | 11,376 CHF | 99.16% | 99.16% |
08/11/2024 | 11.30% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 134,572 | 62,861 CHF | 12,529 CHF | 99.17% | 99.17% |
07/11/2024 | 12.24% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 57,712 CHF | 13,042 CHF | 98.19% | 98.19% |