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 | 14.68% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 798,632 | 404,996 | 50,421 CHF | 29,641 CHF | 99.49% | 99.49% |
19/11/2024 | 12.47% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 658,337 | 344,084 | 49,531 CHF | 29,331 CHF | 97.25% | 97.25% |
18/11/2024 | 13.58% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 725,485 | 377,046 | 49,744 CHF | 29,642 CHF | 99.28% | 99.28% |
15/11/2024 | 13.20% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 718,637 | 371,618 | 50,862 CHF | 30,018 CHF | 93.61% | 93.61% |
14/11/2024 | 13.20% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 716,949 | 369,686 | 50,728 CHF | 29,871 CHF | 99.38% | 99.38% |
13/11/2024 | 7.01% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 344,570 | 317,635 | 46,385 CHF | 47,153 CHF | 99.35% | 99.35% |
12/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 75,583 | 75,583 | 26,975 CHF | 27,731 CHF | 98.44% | 98.44% |
11/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 75,000 | 75,000 | 72,614 | 72,614 | 28,030 CHF | 28,756 CHF | 99.39% | 99.39% |
08/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 27,754 CHF | 28,384 CHF | 99.26% | 99.26% |
07/11/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 63,000 | 63,000 | 60,244 | 60,244 | 29,249 CHF | 29,851 CHF | 99.36% | 99.36% |