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 | 13.47% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 727,451 | 377,309 | 50,386 CHF | 29,909 CHF | 99.38% | 99.38% |
19/11/2024 | 13.53% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 722,155 | 376,356 | 49,736 CHF | 29,696 CHF | 99.10% | 99.10% |
18/11/2024 | 12.16% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 650,866 | 338,420 | 50,286 CHF | 29,531 CHF | 99.28% | 99.28% |
15/11/2024 | 12.63% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 678,837 | 352,864 | 50,334 CHF | 29,694 CHF | 99.37% | 99.37% |
14/11/2024 | 12.64% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 679,893 | 353,339 | 50,373 CHF | 29,713 CHF | 99.35% | 99.35% |
13/11/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 711,674 | 369,199 | 50,379 CHF | 29,828 CHF | 99.38% | 99.38% |
12/11/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 703,967 | 365,266 | 50,402 CHF | 29,804 CHF | 99.06% | 99.06% |
11/11/2024 | 11.63% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,392 | 319,750 | 50,504 CHF | 29,086 CHF | 99.20% | 99.20% |
08/11/2024 | 14.07% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 762,805 | 393,774 | 50,397 CHF | 29,955 CHF | 99.39% | 99.39% |
07/11/2024 | 13.91% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 756,215 | 390,057 | 50,567 CHF | 30,002 CHF | 99.18% | 99.18% |