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 | 17.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,270 | 497,423 | 50,258 CHF | 30,173 CHF | 99.37% | 99.37% |
19/11/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 991,467 | 497,156 | 49,620 CHF | 29,853 CHF | 99.26% | 99.26% |
18/11/2024 | 17.15% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 944,384 | 481,462 | 50,352 CHF | 30,499 CHF | 99.25% | 99.25% |
15/11/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 922,654 | 473,436 | 50,865 CHF | 30,833 CHF | 99.39% | 99.39% |
14/11/2024 | 17.90% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 983,334 | 494,444 | 50,030 CHF | 30,107 CHF | 99.37% | 99.37% |
13/11/2024 | 15.73% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 872,923 | 440,282 | 51,118 CHF | 30,174 CHF | 99.38% | 99.38% |
12/11/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 916,508 | 471,459 | 50,405 CHF | 30,643 CHF | 99.02% | 99.02% |
11/11/2024 | 16.02% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 881,383 | 447,237 | 50,614 CHF | 30,149 CHF | 99.24% | 99.24% |
08/11/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 995,113 | 498,371 | 49,789 CHF | 29,920 CHF | 99.38% | 99.38% |
07/11/2024 | 18.49% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,721 | 445,191 | 48,787 CHF | 26,439 CHF | 99.26% | 99.26% |