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 | 37.24% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 4,821 CHF | 7,021 CHF | 100.00% | 100.00% |
19/11/2024 | 26.77% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 213,758 | 213,758 | 6,996 CHF | 9,134 CHF | 99.85% | 99.85% |
18/11/2024 | 31.79% | 0.04 CHF | 0.05 CHF | 210,000 | 210,000 | 218,429 | 218,429 | 6,036 CHF | 8,220 CHF | 100.00% | 100.00% |
15/11/2024 | 31.06% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 6,044 CHF | 8,244 CHF | 100.00% | 100.00% |
14/11/2024 | 24.69% | 0.04 CHF | 0.05 CHF | 210,000 | 210,000 | 216,963 | 216,963 | 7,758 CHF | 9,928 CHF | 100.00% | 100.00% |
13/11/2024 | 34.77% | 0.05 CHF | 0.06 CHF | 210,000 | 210,000 | 218,260 | 218,260 | 5,706 CHF | 7,889 CHF | 100.00% | 100.00% |
12/11/2024 | 6.73% | 0.08 CHF | 0.09 CHF | 160,000 | 160,000 | 159,189 | 159,189 | 23,247 CHF | 24,839 CHF | 99.30% | 99.30% |
11/11/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 160,000 | 160,000 | 159,950 | 159,950 | 29,772 CHF | 31,372 CHF | 100.00% | 100.00% |
08/11/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 170,000 | 170,000 | 177,772 | 177,772 | 26,975 CHF | 28,753 CHF | 98.58% | 98.58% |
07/11/2024 | 5.83% | 0.15 CHF | 0.16 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 31,645 CHF | 33,545 CHF | 100.00% | 100.00% |