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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 25.23% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 35,511 CHF | 6,864 CHF | 100.00% | 100.00% |
22/11/2024 | 21.37% | 0.09 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 41,682 CHF | 7,744 CHF | 100.00% | 100.00% |
20/11/2024 | 25.15% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,558 CHF | 6,673 CHF | 100.00% | 100.00% |
19/11/2024 | 27.55% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,970 CHF | 6,125 CHF | 100.00% | 100.00% |
18/11/2024 | 34.12% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 63,928 | 29,636 CHF | 5,254 CHF | 99.60% | 99.60% |
15/11/2024 | 26.62% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 33,263 CHF | 6,514 CHF | 100.00% | 100.00% |
14/11/2024 | 25.59% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,173 CHF | 6,626 CHF | 99.44% | 99.44% |
13/11/2024 | 27.24% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 74,373 | 32,309 CHF | 6,309 CHF | 98.88% | 98.88% |
12/11/2024 | 25.00% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 35,095 CHF | 6,768 CHF | 100.00% | 100.00% |
11/11/2024 | 22.22% | 0.08 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 40,000 CHF | 7,500 CHF | 100.00% | 100.00% |