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 | 10.69% | 0.10 CHF | 0.11 CHF | 500,000 | 20,000 | 498,428 | 7,476 | 44,424 CHF | 784 CHF | 99.64% | 99.64% |
19/11/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 500,000 | 20,000 | 499,998 | 7,476 | 38,218 CHF | 663 CHF | 99.66% | 99.66% |
18/11/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 500,000 | 20,000 | 500,000 | 7,516 | 27,344 CHF | 478 CHF | 98.54% | 98.54% |
15/11/2024 | 18.13% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 500,000 | 7,476 | 25,215 CHF | 441 CHF | 99.66% | 99.66% |
14/11/2024 | 26.74% | 0.06 CHF | 0.07 CHF | 500,000 | 20,000 | 500,000 | 7,476 | 20,741 CHF | 445 CHF | 99.66% | 99.66% |
13/11/2024 | 14.30% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 496,075 | 7,784 | 33,609 CHF | 570 CHF | 90.88% | 90.88% |
12/11/2024 | 15.31% | 0.07 CHF | 0.08 CHF | 500,000 | 20,000 | 499,999 | 7,480 | 30,574 CHF | 551 CHF | 99.54% | 99.54% |
11/11/2024 | 7.61% | 0.09 CHF | 0.10 CHF | 500,000 | 20,000 | 394,008 | 7,519 | 50,058 CHF | 934 CHF | 98.44% | 98.44% |
08/11/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 320,000 | 20,000 | 311,520 | 7,477 | 51,044 CHF | 1,312 CHF | 99.64% | 99.64% |
07/11/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 280,000 | 20,000 | 288,092 | 20,000 | 50,644 CHF | 3,719 CHF | 0.09% | 0.09% |