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 | 36.10% | 0.04 CHF | 0.06 CHF | 342,056 | 50,000 | 289,441 | 50,000 | 12,867 CHF | 3,222 CHF | 100.00% | 100.00% |
19/11/2024 | 15.77% | 0.06 CHF | 0.07 CHF | 280,510 | 50,000 | 273,824 | 50,000 | 16,084 CHF | 3,445 CHF | 99.99% | 99.99% |
18/11/2024 | 21.05% | 0.06 CHF | 0.07 CHF | 269,723 | 50,000 | 290,646 | 44,487 | 14,638 CHF | 2,760 CHF | 100.00% | 100.00% |
15/11/2024 | 21.80% | 0.05 CHF | 0.06 CHF | 318,944 | 50,000 | 332,195 | 50,000 | 13,684 CHF | 2,566 CHF | 97.60% | 97.60% |
14/11/2024 | 19.04% | 0.05 CHF | 0.06 CHF | 317,780 | 50,000 | 326,207 | 50,000 | 15,568 CHF | 2,899 CHF | 96.15% | 96.15% |
13/11/2024 | 34.78% | 0.02 CHF | 0.03 CHF | 464,098 | 50,000 | 472,567 | 49,711 | 11,888 CHF | 1,753 CHF | 99.36% | 99.36% |
12/11/2024 | 27.75% | 0.03 CHF | 0.04 CHF | 386,355 | 50,000 | 419,504 | 50,000 | 13,105 CHF | 2,068 CHF | 98.02% | 98.02% |
11/11/2024 | 12.39% | 0.05 CHF | 0.06 CHF | 283,639 | 50,000 | 232,062 | 50,000 | 18,079 CHF | 4,520 CHF | 99.48% | 99.48% |
08/11/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 205,702 | 50,000 | 195,859 | 50,000 | 21,971 CHF | 6,134 CHF | 96.57% | 96.57% |
07/11/2024 | 8.25% | 0.12 CHF | 0.13 CHF | 196,080 | 50,000 | 198,254 | 48,669 | 24,457 CHF | 6,545 CHF | 96.52% | 96.52% |