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 | 7.92% | 0.10 CHF | 0.14 CHF | 500,000 | 100,000 | 415,939 | 100,000 | 50,441 CHF | 13,135 CHF | 14.13% | 99.38% |
19/11/2024 | 8.66% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 456,746 | 100,000 | 50,468 CHF | 12,108 CHF | 100.00% | 100.00% |
18/11/2024 | - | 0.13 CHF | 0.17 CHF | 390,000 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15/11/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 337,351 | 100,000 | 50,996 CHF | 16,133 CHF | 99.99% | 99.99% |
14/11/2024 | 7.71% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 405,445 | 100,000 | 50,536 CHF | 13,568 CHF | 99.52% | 99.52% |
13/11/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 382,756 | 99,703 | 50,570 CHF | 14,221 CHF | 99.32% | 99.32% |
12/11/2024 | 6.28% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 330,632 | 100,000 | 51,034 CHF | 16,468 CHF | 100.00% | 100.00% |
11/11/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 222,973 | 100,000 | 50,595 CHF | 23,703 CHF | 100.00% | 100.00% |
08/11/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 230,378 | 100,000 | 50,547 CHF | 22,962 CHF | 100.00% | 100.00% |
07/11/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 194,053 | 98,703 | 50,996 CHF | 27,055 CHF | 99.13% | 99.13% |