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 | 25.78% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,360 CHF | 5,000 CHF | 100.00% | 100.00% |
19/11/2024 | 38.86% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 496,842 | 100,000 | 18,941 CHF | 5,611 CHF | 100.00% | 100.00% |
18/11/2024 | 40.42% | 0.04 CHF | 0.06 CHF | 496,064 | 100,000 | 479,163 | 88,973 | 19,024 CHF | 5,266 CHF | 100.00% | 100.00% |
15/11/2024 | 27.17% | 0.04 CHF | 0.05 CHF | 497,402 | 100,000 | 493,156 | 100,000 | 21,138 CHF | 5,640 CHF | 99.99% | 99.99% |
14/11/2024 | 27.56% | 0.05 CHF | 0.07 CHF | 468,875 | 100,000 | 484,245 | 100,000 | 23,299 CHF | 6,356 CHF | 99.52% | 99.52% |
13/11/2024 | 25.32% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 459,588 | 99,147 | 23,356 CHF | 6,511 CHF | 99.32% | 99.32% |
12/11/2024 | 17.99% | 0.05 CHF | 0.07 CHF | 444,511 | 100,000 | 431,145 | 100,000 | 25,261 CHF | 7,011 CHF | 100.00% | 100.00% |
11/11/2024 | 25.55% | 0.06 CHF | 0.08 CHF | 392,461 | 100,000 | 397,121 | 100,000 | 24,617 CHF | 8,000 CHF | 100.00% | 100.00% |
08/11/2024 | 26.60% | 0.06 CHF | 0.08 CHF | 418,073 | 100,000 | 419,183 | 100,000 | 25,151 CHF | 7,850 CHF | 100.00% | 100.00% |
07/11/2024 | 17.98% | 0.07 CHF | 0.08 CHF | 394,508 | 100,000 | 402,902 | 97,408 | 26,932 CHF | 7,773 CHF | 99.13% | 99.13% |