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 | 19.28% | 0.04 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 23,655 CHF | 1,146 CHF | 100.00% | 100.00% |
19/11/2024 | 20.05% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 22,687 CHF | 1,107 CHF | 97.46% | 97.46% |
18/11/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 500,000 | 17,243 | 23,525 CHF | 981 CHF | 100.00% | 100.00% |
15/11/2024 | 17.46% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 26,296 CHF | 1,252 CHF | 100.00% | 100.00% |
14/11/2024 | 15.90% | 0.06 CHF | 0.07 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 29,078 CHF | 1,363 CHF | 99.44% | 99.44% |
13/11/2024 | 17.86% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 500,000 | 19,804 | 25,667 CHF | 1,215 CHF | 98.88% | 98.88% |
12/11/2024 | 15.80% | 0.05 CHF | 0.06 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 29,303 CHF | 1,372 CHF | 100.00% | 100.00% |
11/11/2024 | 13.87% | 0.07 CHF | 0.08 CHF | 485,346 | 20,000 | 491,420 | 20,000 | 33,089 CHF | 1,548 CHF | 99.79% | 99.79% |
08/11/2024 | 14.64% | 0.06 CHF | 0.07 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 31,883 CHF | 1,475 CHF | 93.99% | 93.99% |
07/11/2024 | 13.24% | 0.07 CHF | 0.08 CHF | 464,530 | 20,000 | 468,819 | 19,343 | 33,680 CHF | 1,589 CHF | 97.91% | 97.91% |