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 | 46.82% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,966 CHF | 2,825 CHF | 84.74% | 84.74% |
19/11/2024 | 41.71% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,812 CHF | 2,962 CHF | 96.91% | 96.91% |
18/11/2024 | 41.95% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 88,969 | 11,093 CHF | 2,947 CHF | 99.97% | 99.97% |
15/11/2024 | 24.64% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,098 CHF | 4,620 CHF | 99.90% | 99.90% |
14/11/2024 | 23.38% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,398 CHF | 4,880 CHF | 98.33% | 98.33% |
13/11/2024 | 22.80% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 99,143 | 19,962 CHF | 4,957 CHF | 98.93% | 98.93% |
12/11/2024 | 14.08% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 499,681 | 100,000 | 33,374 CHF | 7,679 CHF | 96.49% | 96.49% |
11/11/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 453,639 | 100,000 | 443,809 | 100,000 | 40,158 CHF | 10,060 CHF | 98.15% | 98.15% |
08/11/2024 | 14.26% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 491,778 | 100,000 | 32,446 CHF | 7,628 CHF | 98.64% | 98.64% |
07/11/2024 | 10.59% | 0.10 CHF | 0.11 CHF | 407,474 | 100,000 | 439,294 | 97,610 | 40,571 CHF | 10,122 CHF | 95.91% | 95.91% |