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 | 86.69% | 0.02 CHF | 0.05 CHF | 458,536 | 100,000 | 461,693 | 100,000 | 8,783 CHF | 4,783 CHF | 100.00% | 100.00% |
19/11/2024 | 42.99% | 0.02 CHF | 0.03 CHF | 497,867 | 100,000 | 422,384 | 100,000 | 11,503 CHF | 4,318 CHF | 100.00% | 100.00% |
18/11/2024 | 41.57% | 0.03 CHF | 0.05 CHF | 353,530 | 100,000 | 353,190 | 88,641 | 11,855 CHF | 4,454 CHF | 97.06% | 97.06% |
15/11/2024 | 36.94% | 0.03 CHF | 0.04 CHF | 378,330 | 100,000 | 368,402 | 100,000 | 12,783 CHF | 5,070 CHF | 88.01% | 88.01% |
14/11/2024 | 32.72% | 0.04 CHF | 0.06 CHF | 331,174 | 100,000 | 359,639 | 100,000 | 14,700 CHF | 5,686 CHF | 99.51% | 99.51% |
13/11/2024 | 31.07% | 0.04 CHF | 0.06 CHF | 361,131 | 100,000 | 332,309 | 99,147 | 14,808 CHF | 6,050 CHF | 99.31% | 99.31% |
12/11/2024 | 21.59% | 0.05 CHF | 0.06 CHF | 320,762 | 100,000 | 308,757 | 100,000 | 17,390 CHF | 6,979 CHF | 100.00% | 100.00% |
11/11/2024 | 23.82% | 0.06 CHF | 0.08 CHF | 281,755 | 100,000 | 280,837 | 100,000 | 17,766 CHF | 8,022 CHF | 100.00% | 100.00% |
08/11/2024 | 25.39% | 0.06 CHF | 0.08 CHF | 298,443 | 100,000 | 296,166 | 100,000 | 17,770 CHF | 7,759 CHF | 100.00% | 100.00% |
07/11/2024 | 18.72% | 0.07 CHF | 0.08 CHF | 273,095 | 100,000 | 282,757 | 97,408 | 19,007 CHF | 7,903 CHF | 99.13% | 99.13% |