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 | 62.09% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 8,787 CHF | 5,429 CHF | 99.17% | 99.17% |
19/11/2024 | 60.40% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 9,262 CHF | 5,587 CHF | 99.16% | 99.16% |
18/11/2024 | 43.99% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 13,877 CHF | 7,126 CHF | 99.23% | 99.23% |
15/11/2024 | 23.89% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 28,136 CHF | 11,879 CHF | 99.17% | 99.17% |
14/11/2024 | 13.92% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,757 CHF | 19,419 CHF | 99.16% | 99.16% |
13/11/2024 | 12.13% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 740,831 | 246,944 | 57,537 CHF | 21,649 CHF | 99.16% | 99.16% |
12/11/2024 | 8.54% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 67,497 CHF | 24,499 CHF | 99.16% | 99.16% |
11/11/2024 | 7.29% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 505,114 | 168,371 | 66,540 CHF | 23,864 CHF | 99.17% | 99.17% |
08/11/2024 | 8.08% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 597,638 | 199,213 | 71,125 CHF | 25,700 CHF | 99.17% | 99.17% |
07/11/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 71,709 CHF | 25,903 CHF | 98.27% | 98.27% |