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 | 11.31% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 605,249 | 307,891 | 50,486 CHF | 28,751 CHF | 99.39% | 99.39% |
19/11/2024 | 11.29% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 597,618 | 310,839 | 50,023 CHF | 29,109 CHF | 99.09% | 99.09% |
18/11/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 661,473 | 343,298 | 50,191 CHF | 29,479 CHF | 99.27% | 99.27% |
15/11/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 720,285 | 372,905 | 50,498 CHF | 29,882 CHF | 99.39% | 99.39% |
14/11/2024 | 17.79% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 925,832 | 340,717 | 47,790 CHF | 21,844 CHF | 99.34% | 99.34% |
13/11/2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,146 | 260,394 | 44,857 CHF | 14,378 CHF | 99.39% | 99.39% |
12/11/2024 | 22.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,612 | 250,000 | 40,295 CHF | 12,628 CHF | 99.06% | 99.06% |
11/11/2024 | 24.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 978,955 | 245,646 | 34,899 CHF | 11,213 CHF | 99.22% | 99.22% |