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 | 16.38% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 909,987 | 463,961 | 51,003 CHF | 30,636 CHF | 99.37% | 99.37% |
19/11/2024 | 17.12% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 942,528 | 478,693 | 50,379 CHF | 30,401 CHF | 99.31% | 99.31% |
18/11/2024 | 16.27% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 890,345 | 453,596 | 50,244 CHF | 30,158 CHF | 99.29% | 99.29% |
15/11/2024 | 12.63% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 683,307 | 354,153 | 50,681 CHF | 29,810 CHF | 99.38% | 99.38% |
14/11/2024 | 13.55% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 735,143 | 378,903 | 50,597 CHF | 29,881 CHF | 99.35% | 99.35% |
13/11/2024 | 13.58% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 731,388 | 378,591 | 50,231 CHF | 29,792 CHF | 99.36% | 99.36% |
12/11/2024 | 12.76% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 682,053 | 354,195 | 50,071 CHF | 29,548 CHF | 99.09% | 99.09% |
11/11/2024 | 10.63% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 576,540 | 301,760 | 51,376 CHF | 29,923 CHF | 99.28% | 99.28% |
08/11/2024 | 11.09% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 599,115 | 307,018 | 51,036 CHF | 29,228 CHF | 99.39% | 99.39% |
07/11/2024 | 13.54% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 730,362 | 377,979 | 50,308 CHF | 29,817 CHF | 99.23% | 99.23% |