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 | 17.15% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 948,473 | 478,853 | 50,586 CHF | 30,335 CHF | 99.40% | 99.40% |
19/11/2024 | 16.19% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 881,642 | 451,029 | 50,011 CHF | 30,089 CHF | 99.26% | 99.26% |
18/11/2024 | 16.45% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 909,892 | 464,931 | 50,755 CHF | 30,577 CHF | 99.28% | 99.28% |
15/11/2024 | 16.90% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 931,493 | 474,429 | 50,509 CHF | 30,480 CHF | 99.34% | 99.34% |
14/11/2024 | 22.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 984,925 | 268,141 | 39,022 CHF | 13,472 CHF | 99.23% | 99.23% |
13/11/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 874,291 | 222,368 | 35,083 CHF | 11,144 CHF | 99.39% | 99.39% |
12/11/2024 | 20.33% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 489,142 | 143,386 | 21,736 CHF | 7,900 CHF | 99.10% | 99.10% |
11/11/2024 | 17.70% | 0.05 CHF | 0.06 CHF | 500,000 | 125,000 | 479,255 | 219,308 | 24,743 CHF | 13,653 CHF | 99.34% | 99.34% |
08/11/2024 | 11.28% | 0.07 CHF | 0.08 CHF | 363,000 | 188,000 | 304,757 | 154,755 | 25,511 CHF | 14,498 CHF | 99.41% | 99.41% |
07/11/2024 | 9.84% | 0.09 CHF | 0.10 CHF | 300,000 | 150,000 | 257,167 | 226,759 | 24,832 CHF | 24,492 CHF | 99.26% | 99.26% |