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 | 16.45% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 499,927 | 100,000 | 29,514 CHF | 6,934 CHF | 95.85% | 95.85% |
19/11/2024 | 15.86% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 498,256 | 100,000 | 29,320 CHF | 6,892 CHF | 99.33% | 99.33% |
18/11/2024 | 14.16% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 498,013 | 88,969 | 35,437 CHF | 7,246 CHF | 99.97% | 99.97% |
15/11/2024 | 9.83% | 0.09 CHF | 0.10 CHF | 440,374 | 100,000 | 426,593 | 100,000 | 41,353 CHF | 10,709 CHF | 100.00% | 100.00% |
14/11/2024 | 9.56% | 0.12 CHF | 0.13 CHF | 425,374 | 100,000 | 431,249 | 100,000 | 43,095 CHF | 10,999 CHF | 85.13% | 85.13% |
13/11/2024 | 9.03% | 0.10 CHF | 0.11 CHF | 443,200 | 100,000 | 409,330 | 99,143 | 43,478 CHF | 11,550 CHF | 98.93% | 98.93% |
12/11/2024 | 6.47% | 0.12 CHF | 0.13 CHF | 374,014 | 100,000 | 325,049 | 100,000 | 48,740 CHF | 16,072 CHF | 49.83% | 49.83% |
11/11/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 262,067 | 100,000 | 50,747 CHF | 20,392 CHF | 80.03% | 80.03% |
08/11/2024 | 5.93% | 0.16 CHF | 0.17 CHF | 333,163 | 100,000 | 306,122 | 100,000 | 50,140 CHF | 17,566 CHF | 33.12% | 33.12% |
07/11/2024 | 5.02% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 257,340 | 99,403 | 50,595 CHF | 20,690 CHF | 90.35% | 90.35% |