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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 60,982 | 42,784 CHF | 5,880 CHF | 98.54% | 98.54% |
20/11/2024 | 59.60% | 0.05 CHF | 0.10 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 356 CHF | 660 CHF | 99.64% | 99.64% |
19/11/2024 | 59.71% | 0.07 CHF | 0.12 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 369 CHF | 673 CHF | 99.64% | 99.64% |
18/11/2024 | 72.43% | 0.07 CHF | 0.12 CHF | 10,000 | 10,000 | 6,087 | 6,087 | 294 CHF | 599 CHF | 99.64% | 99.64% |
15/11/2024 | 13.70% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 60,505 | 34,104 CHF | 4,662 CHF | 98.73% | 98.73% |
14/11/2024 | 14.96% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 60,865 | 31,046 CHF | 4,470 CHF | 99.64% | 99.64% |
13/11/2024 | 16.31% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 496,109 | 61,565 | 28,968 CHF | 4,210 CHF | 90.84% | 90.84% |
12/11/2024 | 15.13% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 66,696 | 30,617 CHF | 4,764 CHF | 64.85% | 64.85% |
11/11/2024 | 12.44% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 60,458 | 38,322 CHF | 5,061 CHF | 97.27% | 97.27% |
08/11/2024 | 10.57% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 60,866 | 44,870 CHF | 6,050 CHF | 99.64% | 99.64% |