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 | 65.39% | 0.01 CHF | 0.02 CHF | 250,000 | 150,000 | 250,000 | 150,000 | 2,619 CHF | 3,072 CHF | 99.38% | 99.38% |
19/11/2024 | 62.15% | 0.01 CHF | 0.02 CHF | 250,000 | 150,000 | 250,000 | 146,224 | 2,923 CHF | 3,141 CHF | 99.38% | 99.38% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 250,000 | 150,000 | 250,000 | 131,839 | 5,000 CHF | 3,955 CHF | 99.38% | 99.38% |
15/11/2024 | 27.64% | 0.03 CHF | 0.04 CHF | 250,000 | 100,000 | 250,000 | 100,036 | 7,869 CHF | 4,149 CHF | 99.36% | 99.36% |
14/11/2024 | 25.61% | 0.04 CHF | 0.05 CHF | 250,000 | 75,000 | 250,000 | 99,461 | 8,667 CHF | 4,440 CHF | 99.38% | 99.38% |
13/11/2024 | 28.63% | 0.03 CHF | 0.04 CHF | 250,000 | 100,000 | 250,000 | 103,620 | 7,487 CHF | 4,137 CHF | 99.38% | 99.38% |
12/11/2024 | 28.41% | 0.03 CHF | 0.04 CHF | 250,000 | 100,000 | 250,000 | 104,308 | 7,563 CHF | 4,197 CHF | 99.15% | 99.15% |
11/11/2024 | 22.04% | 0.04 CHF | 0.05 CHF | 250,000 | 100,000 | 250,000 | 84,112 | 10,115 CHF | 4,240 CHF | 99.38% | 99.38% |
08/11/2024 | 21.49% | 0.04 CHF | 0.05 CHF | 250,000 | 75,000 | 250,000 | 94,081 | 10,455 CHF | 4,840 CHF | 99.37% | 99.37% |
07/11/2024 | 17.15% | 0.05 CHF | 0.06 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 13,418 CHF | 4,775 CHF | 96.22% | 96.22% |