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 | 15.04% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 830,759 | 420,868 | 51,109 CHF | 30,110 CHF | 99.37% | 99.37% |
19/11/2024 | 15.79% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 877,212 | 444,153 | 51,234 CHF | 30,374 CHF | 99.25% | 99.25% |
18/11/2024 | 13.77% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 744,014 | 385,513 | 50,228 CHF | 30,014 CHF | 99.27% | 99.27% |
15/11/2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 511,162 | 468,263 | 50,274 CHF | 51,053 CHF | 99.38% | 99.38% |
14/11/2024 | 10.60% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 566,157 | 380,643 | 50,570 CHF | 38,683 CHF | 99.35% | 99.35% |
13/11/2024 | 10.61% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 568,227 | 355,822 | 50,744 CHF | 36,086 CHF | 99.36% | 99.36% |
12/11/2024 | 9.25% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 487,963 | 484,964 | 50,355 CHF | 54,908 CHF | 99.06% | 99.06% |
11/11/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 379,938 | 379,938 | 52,295 CHF | 56,094 CHF | 99.26% | 99.26% |
08/11/2024 | 7.63% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 409,918 | 409,917 | 51,691 CHF | 55,790 CHF | 99.38% | 99.38% |
07/11/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 535,446 | 392,809 | 50,989 CHF | 42,364 CHF | 99.25% | 99.25% |