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 | 38.51% | 0.04 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 19,924 CHF | 1,473 CHF | 96.48% | 96.48% |
19/11/2024 | 14.70% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 468,472 | 25,000 | 29,923 CHF | 1,854 CHF | 100.00% | 100.00% |
18/11/2024 | 21.55% | 0.08 CHF | 0.09 CHF | 393,709 | 25,000 | 486,368 | 21,692 | 24,906 CHF | 1,372 CHF | 100.00% | 100.00% |
15/11/2024 | 22.94% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 322,325 | 20,444 | 16,425 CHF | 1,295 CHF | 100.00% | 100.00% |
14/11/2024 | 13.63% | 0.08 CHF | 0.09 CHF | 449,500 | 25,000 | 481,141 | 25,000 | 33,105 CHF | 1,976 CHF | 99.44% | 99.44% |
13/11/2024 | 16.82% | 0.11 CHF | 0.12 CHF | 345,192 | 25,000 | 471,766 | 25,000 | 27,409 CHF | 1,738 CHF | 54.88% | 54.88% |
12/11/2024 | 3.69% | 0.14 CHF | 0.16 CHF | 12,500 | 12,500 | 168,742 | 24,522 | 49,543 CHF | 7,411 CHF | 98.63% | 98.63% |
11/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 139,871 | 25,000 | 51,421 CHF | 9,447 CHF | 93.97% | 93.97% |
08/11/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 170,000 | 25,000 | 173,627 | 25,000 | 51,707 CHF | 7,704 CHF | 96.20% | 96.20% |
07/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 170,000 | 25,000 | 159,936 | 24,221 | 52,002 CHF | 8,145 CHF | 99.06% | 99.06% |