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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 29.40% | 0.06 CHF | 0.08 CHF | 925,000 | 475,000 | 878,335 | 443,890 | 50,985 CHF | 34,634 CHF | 100.00% | 100.00% |
27/11/2024 | 31.85% | 0.05 CHF | 0.07 CHF | 925,000 | 475,000 | 955,431 | 485,144 | 50,458 CHF | 35,338 CHF | 100.00% | 100.00% |
26/11/2024 | 30.71% | 0.06 CHF | 0.08 CHF | 925,000 | 475,000 | 916,543 | 464,410 | 50,549 CHF | 34,901 CHF | 99.87% | 99.87% |
25/11/2024 | 28.81% | 0.06 CHF | 0.08 CHF | 850,000 | 425,000 | 858,093 | 430,395 | 51,002 CHF | 34,184 CHF | 98.54% | 98.54% |
22/11/2024 | 32.92% | 0.06 CHF | 0.08 CHF | 925,000 | 475,000 | 988,228 | 490,685 | 50,174 CHF | 34,740 CHF | 100.00% | 100.00% |
20/11/2024 | 27.46% | 0.06 CHF | 0.08 CHF | 775,000 | 400,000 | 805,552 | 409,576 | 50,607 CHF | 33,938 CHF | 100.00% | 100.00% |
19/11/2024 | 26.30% | 0.07 CHF | 0.09 CHF | 775,000 | 400,000 | 761,851 | 393,426 | 50,314 CHF | 33,852 CHF | 99.86% | 99.86% |
18/11/2024 | 24.98% | 0.07 CHF | 0.09 CHF | 725,000 | 375,000 | 724,467 | 374,733 | 50,769 CHF | 33,755 CHF | 99.90% | 99.90% |
15/11/2024 | 24.55% | 0.07 CHF | 0.09 CHF | 725,000 | 375,000 | 707,007 | 366,005 | 50,525 CHF | 33,477 CHF | 100.00% | 100.00% |
14/11/2024 | 23.58% | 0.08 CHF | 0.10 CHF | 675,000 | 350,000 | 677,091 | 351,045 | 50,648 CHF | 33,280 CHF | 100.00% | 100.00% |