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 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 13.10% | 98.98% |
19/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 99.99% | 99.99% |
18/11/2024 | 23.16% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 95,263 | 19,260 CHF | 4,615 CHF | 94.23% | 94.23% |
15/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 100.00% | 100.00% |
14/11/2024 | 28.82% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,893 CHF | 3,979 CHF | 97.92% | 97.92% |
13/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 99,710 | 15,000 CHF | 3,988 CHF | 99.36% | 99.36% |
12/11/2024 | 27.94% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,619 CHF | 4,124 CHF | 95.15% | 95.15% |
11/11/2024 | 16.12% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,688 CHF | 6,738 CHF | 100.00% | 100.00% |
08/11/2024 | 17.16% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 26,820 CHF | 6,364 CHF | 100.00% | 100.00% |
07/11/2024 | 16.40% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 98,694 | 28,391 CHF | 6,600 CHF | 98.40% | 98.40% |