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 | 17.69% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,879 CHF | 6,176 CHF | 100.00% | 100.00% |
19/11/2024 | 23.65% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,874 CHF | 4,775 CHF | 99.99% | 99.99% |
18/11/2024 | 28.15% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 92,570 | 16,852 CHF | 4,089 CHF | 91.55% | 91.55% |
15/11/2024 | 21.35% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 21,127 CHF | 5,225 CHF | 85.14% | 85.14% |
14/11/2024 | 16.01% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,933 CHF | 6,787 CHF | 80.07% | 80.07% |
13/11/2024 | 13.69% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 34,142 CHF | 7,828 CHF | 80.62% | 80.62% |
12/11/2024 | 11.43% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 492,698 | 100,000 | 41,852 CHF | 9,523 CHF | 76.85% | 76.85% |
11/11/2024 | 13.51% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 34,581 CHF | 7,916 CHF | 66.76% | 66.76% |
08/11/2024 | 16.62% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 27,788 CHF | 6,558 CHF | 40.88% | 40.88% |
07/11/2024 | 12.75% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 97,154 | 36,887 CHF | 8,150 CHF | 90.39% | 90.39% |