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 | 26.77% | 0.03 CHF | 0.04 CHF | 770,000 | 770,000 | 344,306 | 344,306 | 11,473 CHF | 14,931 CHF | 99.90% | 99.90% |
19/11/2024 | 25.64% | 0.03 CHF | 0.04 CHF | 780,000 | 780,000 | 344,639 | 344,639 | 12,122 CHF | 15,584 CHF | 100.00% | 100.00% |
18/11/2024 | 18.31% | 0.04 CHF | 0.05 CHF | 770,000 | 770,000 | 338,363 | 338,363 | 16,467 CHF | 19,865 CHF | 99.90% | 99.90% |
15/11/2024 | 13.46% | 0.05 CHF | 0.06 CHF | 770,000 | 770,000 | 290,433 | 290,433 | 18,080 CHF | 21,001 CHF | 98.15% | 98.15% |
14/11/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 740,000 | 740,000 | 327,536 | 327,536 | 27,806 CHF | 31,096 CHF | 100.00% | 100.00% |
13/11/2024 | 9.72% | 0.09 CHF | 0.10 CHF | 740,000 | 740,000 | 325,213 | 325,213 | 31,788 CHF | 35,055 CHF | 100.00% | 100.00% |
12/11/2024 | 9.47% | 0.09 CHF | 0.10 CHF | 660,000 | 660,000 | 294,461 | 294,461 | 29,953 CHF | 32,911 CHF | 100.00% | 100.00% |
11/11/2024 | 8.64% | 0.13 CHF | 0.14 CHF | 690,000 | 690,000 | 289,155 | 289,155 | 40,740 CHF | 43,894 CHF | 99.90% | 99.90% |
08/11/2024 | 6.92% | 0.12 CHF | 0.13 CHF | 530,000 | 530,000 | 227,386 | 227,386 | 32,565 CHF | 34,891 CHF | 98.90% | 98.90% |
07/11/2024 | 5.41% | 0.20 CHF | 0.21 CHF | 570,000 | 570,000 | 255,514 | 255,514 | 48,780 CHF | 51,347 CHF | 100.00% | 100.00% |