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 | 11.58% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 618,106 | 317,845 | 50,326 CHF | 29,047 CHF | 99.50% | 99.50% |
19/11/2024 | 11.32% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 598,448 | 310,573 | 49,971 CHF | 29,011 CHF | 99.33% | 99.33% |
18/11/2024 | 13.70% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 738,573 | 383,600 | 50,238 CHF | 29,935 CHF | 99.22% | 99.22% |
15/11/2024 | 15.45% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 853,009 | 428,312 | 50,971 CHF | 29,875 CHF | 99.48% | 99.48% |
14/11/2024 | 16.76% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 910,640 | 462,769 | 49,796 CHF | 29,936 CHF | 98.11% | 98.11% |
13/11/2024 | 14.44% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 682,106 | 352,195 | 43,801 CHF | 26,140 CHF | 99.03% | 99.03% |
12/11/2024 | 16.01% | 0.06 CHF | 0.07 CHF | 425,000 | 213,000 | 434,192 | 221,951 | 24,944 CHF | 14,968 CHF | 98.88% | 98.88% |
11/11/2024 | 11.35% | 0.07 CHF | 0.08 CHF | 363,000 | 188,000 | 303,993 | 160,193 | 25,295 CHF | 14,941 CHF | 99.26% | 99.26% |
08/11/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 238,000 | 238,000 | 248,854 | 248,854 | 24,958 CHF | 27,447 CHF | 93.21% | 93.21% |
07/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 24,999 CHF | 27,499 CHF | 99.23% | 99.23% |