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 | 17.11% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 935,778 | 474,150 | 50,081 CHF | 30,118 CHF | 99.39% | 99.39% |
19/11/2024 | 12.30% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 660,099 | 341,220 | 50,363 CHF | 29,451 CHF | 99.28% | 99.28% |
18/11/2024 | 13.92% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 755,360 | 390,049 | 50,492 CHF | 29,975 CHF | 99.25% | 99.25% |
15/11/2024 | 13.25% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 719,531 | 373,042 | 50,736 CHF | 30,036 CHF | 99.39% | 99.39% |
14/11/2024 | 13.73% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 740,703 | 383,516 | 50,247 CHF | 29,852 CHF | 99.36% | 99.36% |
13/11/2024 | 13.14% | 0.07 CHF | 0.08 CHF | 625,000 | 325,000 | 704,399 | 363,780 | 50,071 CHF | 29,520 CHF | 99.36% | 99.36% |
12/11/2024 | 14.18% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 763,964 | 392,849 | 50,037 CHF | 29,676 CHF | 99.09% | 99.09% |
11/11/2024 | 15.31% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 837,688 | 421,487 | 50,485 CHF | 29,619 CHF | 99.29% | 99.29% |