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 | 8.90% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 463,739 | 75,000 | 50,542 CHF | 8,941 CHF | 100.00% | 100.00% |
20/11/2024 | 10.13% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 499,557 | 74,961 | 48,654 CHF | 8,078 CHF | 100.00% | 100.00% |
19/11/2024 | 11.45% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 42,226 CHF | 7,101 CHF | 97.59% | 97.59% |
18/11/2024 | 13.27% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 496,510 | 63,966 | 42,607 CHF | 6,105 CHF | 99.94% | 99.94% |
15/11/2024 | 7.67% | 0.11 CHF | 0.12 CHF | 460,000 | 50,000 | 351,257 | 50,000 | 50,819 CHF | 7,972 CHF | 78.43% | 78.43% |
14/11/2024 | 5.38% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 244,367 | 50,000 | 50,267 CHF | 10,863 CHF | 99.44% | 99.44% |
13/11/2024 | 5.68% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 261,583 | 49,818 | 50,652 CHF | 10,228 CHF | 98.88% | 98.88% |
12/11/2024 | 5.32% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 237,180 | 50,000 | 50,417 CHF | 11,234 CHF | 87.66% | 87.66% |
11/11/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 244,630 | 50,000 | 50,374 CHF | 10,825 CHF | 98.45% | 98.45% |
08/11/2024 | 5.88% | 0.19 CHF | 0.21 CHF | 270,000 | 50,000 | 269,625 | 50,000 | 50,749 CHF | 9,999 CHF | 100.00% | 100.00% |