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 | 14.71% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 803,455 | 412,993 | 50,592 CHF | 30,140 CHF | 99.45% | 99.45% |
19/11/2024 | 14.85% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 802,802 | 411,584 | 50,055 CHF | 29,794 CHF | 97.85% | 97.85% |
18/11/2024 | 15.26% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 837,657 | 423,769 | 50,736 CHF | 29,906 CHF | 99.24% | 99.24% |
15/11/2024 | 16.41% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 901,500 | 461,712 | 50,480 CHF | 30,478 CHF | 99.34% | 99.34% |
14/11/2024 | 14.37% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 782,975 | 402,098 | 50,584 CHF | 30,004 CHF | 99.18% | 99.18% |
13/11/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 688,534 | 352,668 | 44,439 CHF | 26,303 CHF | 99.45% | 99.45% |