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 | 44.75% | 0.05 CHF | 0.07 CHF | 25,000 | 25,000 | 34,139 | 25,000 | 1,747 CHF | 1,941 CHF | 100.00% | 100.00% |
19/11/2024 | 42.53% | 0.05 CHF | 0.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,210 CHF | 1,864 CHF | 99.99% | 99.99% |
18/11/2024 | 52.41% | 0.05 CHF | 0.08 CHF | 25,000 | 25,000 | 31,170 | 23,897 | 1,500 CHF | 1,956 CHF | 100.00% | 100.00% |
15/11/2024 | 43.21% | 0.05 CHF | 0.08 CHF | 25,000 | 25,000 | 166,347 | 24,970 | 9,119 CHF | 1,998 CHF | 100.00% | 100.00% |
14/11/2024 | 42.24% | 0.05 CHF | 0.08 CHF | 25,000 | 25,000 | 171,827 | 25,000 | 9,547 CHF | 1,991 CHF | 94.67% | 94.67% |
13/11/2024 | 39.08% | 0.05 CHF | 0.08 CHF | 50,000 | 50,000 | 49,418 | 49,418 | 2,459 CHF | 3,649 CHF | 99.25% | 99.25% |
12/11/2024 | 51.62% | 0.04 CHF | 0.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,035 CHF | 1,751 CHF | 98.32% | 98.32% |
11/11/2024 | 43.98% | 0.05 CHF | 0.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,249 CHF | 1,956 CHF | 100.00% | 100.00% |
08/11/2024 | 52.00% | 0.05 CHF | 0.08 CHF | 25,000 | 25,000 | 47,421 | 21,785 | 2,563 CHF | 1,736 CHF | 97.48% | 97.48% |
07/11/2024 | 31.37% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 24,731 | 35,397 CHF | 2,392 CHF | 95.57% | 95.57% |