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 | 13.33% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,996 CHF | 5,999 CHF | 100.00% | 100.00% |
19/11/2024 | 15.13% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,659 CHF | 5,349 CHF | 92.79% | 92.79% |
18/11/2024 | 15.83% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 63,972 | 35,097 CHF | 5,186 CHF | 100.00% | 100.00% |
15/11/2024 | 11.25% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 42,081 CHF | 7,062 CHF | 100.00% | 100.00% |
14/11/2024 | 11.61% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 40,820 CHF | 6,873 CHF | 99.26% | 99.26% |
13/11/2024 | 14.74% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 74,106 | 32,054 CHF | 5,499 CHF | 96.42% | 96.42% |
12/11/2024 | 10.11% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 47,178 CHF | 7,827 CHF | 99.09% | 99.09% |
11/11/2024 | 9.07% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 477,880 | 75,000 | 50,332 CHF | 8,665 CHF | 100.00% | 100.00% |
08/11/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 44,946 CHF | 7,492 CHF | 99.75% | 99.75% |
07/11/2024 | 10.03% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 497,821 | 72,667 | 49,410 CHF | 7,979 CHF | 98.69% | 98.69% |