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 | 16.78% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 27,509 CHF | 6,502 CHF | 95.85% | 95.85% |
19/11/2024 | 17.73% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,813 CHF | 6,163 CHF | 99.33% | 99.33% |
18/11/2024 | 16.99% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 88,969 | 29,355 CHF | 6,178 CHF | 99.97% | 99.97% |
15/11/2024 | 14.23% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 32,822 CHF | 7,564 CHF | 100.00% | 100.00% |
14/11/2024 | 14.09% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 33,150 CHF | 7,630 CHF | 99.09% | 99.09% |
13/11/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 99,143 | 34,067 CHF | 7,745 CHF | 98.94% | 98.94% |
12/11/2024 | 10.77% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 44,023 CHF | 9,805 CHF | 96.49% | 96.49% |
11/11/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 49,882 CHF | 10,976 CHF | 98.15% | 98.15% |
08/11/2024 | 11.38% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 41,689 CHF | 9,338 CHF | 98.85% | 98.85% |
07/11/2024 | 9.36% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 486,321 | 97,611 | 49,735 CHF | 11,010 CHF | 95.95% | 95.95% |