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 | 28.50% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 500,000 | 7,472 | 19,592 CHF | 407 CHF | 99.56% | 99.56% |
19/11/2024 | 36.27% | 0.04 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,471 | 17,471 CHF | 374 CHF | 99.57% | 99.57% |
18/11/2024 | 70.64% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,513 | 12,110 CHF | 376 CHF | 98.45% | 98.45% |
15/11/2024 | 80.87% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,473 | 10,678 CHF | 374 CHF | 99.59% | 99.59% |
14/11/2024 | 90.92% | 0.03 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,472 | 9,639 CHF | 374 CHF | 99.59% | 99.59% |
13/11/2024 | 33.59% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 496,261 | 7,598 | 17,985 CHF | 380 CHF | 95.42% | 95.42% |
12/11/2024 | 59.60% | 0.03 CHF | 0.05 CHF | 500,000 | 20,000 | 499,998 | 7,477 | 13,656 CHF | 374 CHF | 99.45% | 99.45% |
11/11/2024 | 14.71% | 0.04 CHF | 0.05 CHF | 500,000 | 20,000 | 499,999 | 7,516 | 33,342 CHF | 500 CHF | 98.36% | 98.36% |
08/11/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 500,000 | 20,000 | 500,000 | 7,474 | 44,481 CHF | 745 CHF | 99.57% | 99.57% |
07/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 50,000 CHF | 2,200 CHF | 0.09% | 0.09% |