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 | 19.39% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 988,685 | 303,976 | 46,194 CHF | 17,588 CHF | 99.45% | 99.45% |
19/11/2024 | 19.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 985,165 | 353,093 | 46,603 CHF | 20,540 CHF | 98.35% | 98.35% |
18/11/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 923,059 | 471,935 | 50,319 CHF | 30,447 CHF | 99.33% | 99.33% |
15/11/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 844,004 | 423,701 | 51,107 CHF | 29,899 CHF | 98.92% | 98.92% |
14/11/2024 | 16.72% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 921,644 | 473,209 | 50,503 CHF | 30,665 CHF | 98.76% | 98.76% |
13/11/2024 | 16.59% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 816,031 | 415,150 | 45,172 CHF | 27,133 CHF | 99.08% | 99.08% |
12/11/2024 | 16.42% | 0.06 CHF | 0.07 CHF | 463,000 | 238,000 | 456,031 | 233,083 | 25,501 CHF | 15,361 CHF | 99.09% | 99.09% |
11/11/2024 | 16.66% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 462,311 | 236,013 | 25,441 CHF | 15,348 CHF | 99.30% | 99.30% |
08/11/2024 | 13.73% | 0.06 CHF | 0.07 CHF | 425,000 | 213,000 | 372,707 | 191,920 | 25,288 CHF | 14,950 CHF | 99.41% | 99.41% |
07/11/2024 | 13.21% | 0.08 CHF | 0.09 CHF | 338,000 | 175,000 | 358,181 | 185,513 | 25,325 CHF | 14,972 CHF | 99.21% | 99.21% |