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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 16.49% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 915,611 | 468,741 | 50,942 CHF | 30,762 CHF | 97.96% | 97.96% |
22/11/2024 | 17.27% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 945,907 | 480,921 | 50,101 CHF | 30,290 CHF | 99.39% | 99.39% |
20/11/2024 | 15.25% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 836,501 | 420,668 | 50,655 CHF | 29,686 CHF | 99.39% | 99.39% |
19/11/2024 | 16.37% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 905,046 | 461,783 | 50,777 CHF | 30,517 CHF | 99.27% | 99.27% |
18/11/2024 | 14.99% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 821,937 | 416,170 | 50,722 CHF | 29,855 CHF | 99.27% | 99.27% |
15/11/2024 | 15.24% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 835,637 | 420,615 | 50,685 CHF | 29,723 CHF | 99.38% | 99.38% |
14/11/2024 | 15.46% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 852,016 | 432,086 | 50,833 CHF | 30,098 CHF | 99.35% | 99.35% |
13/11/2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 929,678 | 476,559 | 50,616 CHF | 30,717 CHF | 99.39% | 99.39% |
12/11/2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 952,566 | 476,422 | 49,723 CHF | 29,661 CHF | 99.02% | 99.02% |
11/11/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 729,720 | 377,360 | 50,725 CHF | 30,005 CHF | 99.29% | 99.29% |