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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 32.61% | 0.06 CHF | 0.09 CHF | 359,317 | 50,000 | 367,700 | 50,000 | 22,383 CHF | 4,258 CHF | 100.00% | 100.00% |
22/11/2024 | 20.78% | 0.09 CHF | 0.11 CHF | 299,156 | 50,000 | 268,463 | 50,000 | 29,078 CHF | 6,686 CHF | 99.40% | 99.40% |
20/11/2024 | 32.55% | 0.06 CHF | 0.09 CHF | 398,655 | 50,000 | 414,275 | 50,000 | 25,476 CHF | 4,283 CHF | 100.00% | 100.00% |
19/11/2024 | 16.96% | 0.07 CHF | 0.08 CHF | 403,077 | 50,000 | 435,849 | 50,000 | 28,902 CHF | 3,945 CHF | 99.99% | 99.99% |
18/11/2024 | 27.16% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 44,487 | 21,679 CHF | 2,494 CHF | 100.00% | 100.00% |
15/11/2024 | 21.96% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,230 CHF | 3,141 CHF | 100.00% | 100.00% |
14/11/2024 | 14.89% | 0.08 CHF | 0.09 CHF | 389,452 | 50,000 | 424,350 | 50,000 | 31,711 CHF | 4,341 CHF | 98.83% | 98.83% |
13/11/2024 | 14.12% | 0.07 CHF | 0.08 CHF | 481,953 | 50,000 | 439,278 | 49,680 | 32,013 CHF | 4,193 CHF | 92.01% | 92.01% |
12/11/2024 | 9.77% | 0.11 CHF | 0.12 CHF | 331,462 | 50,000 | 299,419 | 50,000 | 36,062 CHF | 6,652 CHF | 100.00% | 100.00% |
11/11/2024 | 6.90% | 0.16 CHF | 0.17 CHF | 258,538 | 50,000 | 246,746 | 50,000 | 41,056 CHF | 8,931 CHF | 99.81% | 99.81% |