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 | 15.34% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 842,659 | 422,793 | 50,728 CHF | 29,681 CHF | 99.38% | 99.38% |
19/11/2024 | 14.78% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 794,275 | 406,961 | 49,730 CHF | 29,571 CHF | 99.09% | 99.09% |
18/11/2024 | 13.99% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 757,604 | 391,777 | 50,361 CHF | 29,964 CHF | 99.28% | 99.28% |
15/11/2024 | 13.30% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 718,650 | 372,784 | 50,450 CHF | 29,898 CHF | 99.38% | 99.38% |
14/11/2024 | 11.04% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 586,373 | 321,676 | 50,080 CHF | 30,913 CHF | 97.95% | 97.95% |
13/11/2024 | 9.76% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 482,968 | 427,459 | 47,017 CHF | 46,263 CHF | 91.76% | 91.76% |
12/11/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 492,802 | 492,802 | 50,104 CHF | 55,032 CHF | 99.09% | 99.09% |
11/11/2024 | 8.75% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 474,491 | 474,491 | 51,862 CHF | 56,607 CHF | 99.22% | 99.22% |
08/11/2024 | 9.62% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 517,190 | 441,590 | 51,168 CHF | 48,792 CHF | 99.39% | 99.39% |
07/11/2024 | 12.74% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 686,209 | 356,439 | 50,418 CHF | 29,756 CHF | 99.27% | 99.27% |