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 | 40.12% | 0.02 CHF | 0.03 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 10,286 CHF | 615 CHF | 69.06% | 69.06% |
19/11/2024 | 40.22% | 0.02 CHF | 0.03 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 9,982 CHF | 600 CHF | 97.46% | 97.46% |
18/11/2024 | 46.91% | 0.02 CHF | 0.03 CHF | 500,000 | 20,000 | 500,000 | 17,256 | 9,921 CHF | 535 CHF | 99.87% | 99.87% |
15/11/2024 | 33.59% | 0.02 CHF | 0.03 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 12,804 CHF | 712 CHF | 100.00% | 100.00% |
14/11/2024 | 30.05% | 0.03 CHF | 0.04 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 14,351 CHF | 774 CHF | 99.44% | 99.44% |
13/11/2024 | 35.47% | 0.03 CHF | 0.04 CHF | 500,000 | 20,000 | 500,000 | 19,804 | 12,137 CHF | 680 CHF | 98.88% | 98.88% |
12/11/2024 | 29.85% | 0.03 CHF | 0.04 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 14,441 CHF | 778 CHF | 100.00% | 100.00% |
11/11/2024 | 28.33% | 0.03 CHF | 0.04 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 16,002 CHF | 840 CHF | 96.04% | 96.04% |
08/11/2024 | 30.79% | 0.02 CHF | 0.03 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 14,041 CHF | 762 CHF | 93.67% | 93.67% |
07/11/2024 | 28.25% | 0.03 CHF | 0.04 CHF | 500,000 | 20,000 | 500,000 | 19,343 | 15,337 CHF | 788 CHF | 97.91% | 97.91% |