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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 18.95% | 0.09 CHF | 0.11 CHF | 500,000 | 75,000 | 496,827 | 75,000 | 49,008 CHF | 8,947 CHF | 100.00% | 100.00% |
20/11/2024 | 22.05% | 0.08 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 41,319 CHF | 7,729 CHF | 100.00% | 100.00% |
19/11/2024 | 13.61% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,749 CHF | 5,968 CHF | 97.59% | 97.59% |
18/11/2024 | 15.44% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 405,804 | 63,965 | 27,990 CHF | 5,180 CHF | 99.94% | 99.94% |
15/11/2024 | 6.58% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 306,568 | 49,967 | 50,484 CHF | 9,199 CHF | 78.04% | 78.04% |
14/11/2024 | 3.51% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 164,657 | 50,000 | 51,736 CHF | 16,307 CHF | 99.44% | 99.44% |
13/11/2024 | 3.93% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 176,924 | 49,818 | 51,149 CHF | 15,026 CHF | 98.87% | 98.87% |
12/11/2024 | 3.30% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 158,205 | 50,000 | 51,949 CHF | 17,083 CHF | 87.66% | 87.66% |
11/11/2024 | 3.51% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 166,436 | 50,000 | 51,846 CHF | 16,159 CHF | 98.45% | 98.45% |
08/11/2024 | 4.28% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 196,385 | 50,000 | 50,813 CHF | 13,551 CHF | 99.99% | 99.99% |