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 | 15.18% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 838,125 | 424,108 | 51,017 CHF | 30,063 CHF | 97.93% | 97.93% |
22/11/2024 | 15.30% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 835,366 | 426,993 | 50,417 CHF | 30,061 CHF | 99.39% | 99.39% |
20/11/2024 | 18.78% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,375 | 419,383 | 48,085 CHF | 24,694 CHF | 99.39% | 99.39% |
19/11/2024 | 15.50% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 847,989 | 419,753 | 50,509 CHF | 29,334 CHF | 99.29% | 99.29% |
18/11/2024 | 18.29% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 986,434 | 454,564 | 49,107 CHF | 27,355 CHF | 99.26% | 99.26% |
15/11/2024 | 16.85% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 928,972 | 473,442 | 50,539 CHF | 30,497 CHF | 99.38% | 99.38% |
14/11/2024 | 15.93% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 876,791 | 446,830 | 50,670 CHF | 30,291 CHF | 99.35% | 99.35% |
13/11/2024 | 12.77% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 687,787 | 356,496 | 50,430 CHF | 29,703 CHF | 99.38% | 99.38% |
12/11/2024 | 13.73% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 741,790 | 379,644 | 50,315 CHF | 29,578 CHF | 99.03% | 99.03% |
11/11/2024 | 21.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,559 CHF | 12,640 CHF | 99.27% | 99.27% |