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 | 37.50% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,655 CHF | 3,218 CHF | 95.85% | 95.85% |
19/11/2024 | 38.83% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,306 CHF | 3,102 CHF | 99.33% | 99.33% |
18/11/2024 | 41.12% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 266,906 | 88,969 | 5,851 CHF | 2,898 CHF | 99.97% | 99.97% |
15/11/2024 | 30.62% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,463 CHF | 3,821 CHF | 100.00% | 100.00% |
14/11/2024 | 30.53% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,485 CHF | 3,828 CHF | 99.09% | 99.09% |
13/11/2024 | 30.37% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 297,430 | 99,143 | 8,450 CHF | 3,808 CHF | 98.94% | 98.94% |
12/11/2024 | 23.24% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 11,519 CHF | 4,840 CHF | 96.49% | 96.49% |
11/11/2024 | 22.17% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,040 CHF | 5,013 CHF | 98.15% | 98.15% |
08/11/2024 | 27.15% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,673 CHF | 4,224 CHF | 98.85% | 98.85% |
07/11/2024 | 20.08% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 292,833 | 97,611 | 13,303 CHF | 5,410 CHF | 95.95% | 95.95% |