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 | 21.62% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,447 CHF | 5,149 CHF | 100.00% | 100.00% |
19/11/2024 | 21.75% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,351 CHF | 5,117 CHF | 100.00% | 100.00% |
18/11/2024 | 22.14% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 283,458 | 94,486 | 13,810 CHF | 5,696 CHF | 100.00% | 100.00% |
15/11/2024 | 17.24% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 16,097 CHF | 6,366 CHF | 100.00% | 100.00% |
14/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,000 CHF | 7,000 CHF | 99.24% | 99.24% |
13/11/2024 | 14.56% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 299,112 | 99,704 | 19,487 CHF | 7,507 CHF | 99.40% | 99.40% |
12/11/2024 | 14.23% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,685 CHF | 7,562 CHF | 100.00% | 100.00% |
11/11/2024 | 11.91% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 23,721 CHF | 8,907 CHF | 100.00% | 100.00% |
08/11/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,054 CHF | 8,018 CHF | 100.00% | 100.00% |
07/11/2024 | 13.26% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 296,091 | 98,697 | 22,037 CHF | 8,368 CHF | 98.74% | 98.74% |