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 | 16.02% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 876,855 | 442,858 | 50,430 CHF | 29,888 CHF | 99.39% | 99.39% |
19/11/2024 | 13.12% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 708,549 | 367,418 | 50,452 CHF | 29,847 CHF | 99.24% | 99.24% |
18/11/2024 | 14.53% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 788,481 | 404,603 | 50,318 CHF | 29,881 CHF | 99.28% | 99.28% |
15/11/2024 | 14.34% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 778,991 | 399,185 | 50,407 CHF | 29,837 CHF | 99.38% | 99.38% |
14/11/2024 | 11.86% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 635,720 | 328,678 | 50,431 CHF | 29,356 CHF | 99.35% | 99.35% |
13/11/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 759,716 | 390,251 | 50,556 CHF | 29,886 CHF | 99.39% | 99.39% |
12/11/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 716,165 | 371,642 | 50,590 CHF | 29,969 CHF | 99.05% | 99.05% |
11/11/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 723,932 | 375,248 | 50,203 CHF | 29,775 CHF | 99.22% | 99.22% |
08/11/2024 | 10.64% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 577,899 | 312,244 | 51,433 CHF | 31,033 CHF | 99.39% | 99.39% |
07/11/2024 | 8.53% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 453,349 | 453,348 | 50,937 CHF | 55,471 CHF | 99.27% | 99.27% |