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 | 22.79% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 19,553 CHF | 1,228 CHF | 100.00% | 100.00% |
19/11/2024 | 19.29% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 23,702 CHF | 1,435 CHF | 100.00% | 100.00% |
18/11/2024 | 24.43% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 21,692 | 21,689 CHF | 1,183 CHF | 100.00% | 100.00% |
15/11/2024 | 28.21% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 322,325 | 20,444 | 13,363 CHF | 1,091 CHF | 100.00% | 100.00% |
14/11/2024 | 18.42% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 25,050 CHF | 1,503 CHF | 99.44% | 99.44% |
13/11/2024 | 25.77% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 482,496 | 24,387 | 17,948 CHF | 1,162 CHF | 97.54% | 97.54% |
12/11/2024 | 7.89% | 0.06 CHF | 0.08 CHF | 12,500 | 12,500 | 363,192 | 24,522 | 48,700 CHF | 3,516 CHF | 98.63% | 98.63% |
11/11/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 318,681 | 25,000 | 51,129 CHF | 4,266 CHF | 93.97% | 93.97% |
08/11/2024 | 7.20% | 0.14 CHF | 0.15 CHF | 360,000 | 25,000 | 377,663 | 25,000 | 50,548 CHF | 3,603 CHF | 96.20% | 96.20% |
07/11/2024 | 7.19% | 0.13 CHF | 0.14 CHF | 390,000 | 25,000 | 359,098 | 24,221 | 50,518 CHF | 3,665 CHF | 99.06% | 99.06% |