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 | 21.42% | 0.06 CHF | 0.07 CHF | 491,940 | 50,000 | 497,935 | 50,000 | 27,552 CHF | 3,422 CHF | 100.00% | 100.00% |
19/11/2024 | 24.66% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,256 CHF | 2,968 CHF | 99.40% | 99.40% |
18/11/2024 | 39.07% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 43,384 | 19,496 CHF | 2,501 CHF | 100.00% | 100.00% |
15/11/2024 | 27.09% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 495,797 | 50,000 | 22,890 CHF | 3,045 CHF | 100.00% | 100.00% |
14/11/2024 | 22.24% | 0.06 CHF | 0.07 CHF | 481,579 | 50,000 | 483,439 | 50,000 | 26,637 CHF | 3,442 CHF | 99.52% | 99.52% |
13/11/2024 | 20.00% | 0.06 CHF | 0.07 CHF | 479,244 | 50,000 | 432,988 | 49,383 | 26,755 CHF | 3,731 CHF | 99.32% | 99.32% |
12/11/2024 | 13.87% | 0.07 CHF | 0.08 CHF | 388,901 | 50,000 | 370,626 | 50,000 | 28,833 CHF | 4,474 CHF | 100.00% | 100.00% |
11/11/2024 | 17.73% | 0.08 CHF | 0.09 CHF | 388,174 | 50,000 | 385,187 | 50,000 | 28,909 CHF | 4,477 CHF | 100.00% | 100.00% |
08/11/2024 | 20.04% | 0.08 CHF | 0.09 CHF | 385,036 | 50,000 | 390,240 | 50,000 | 27,757 CHF | 4,353 CHF | 100.00% | 100.00% |
07/11/2024 | 22.02% | 0.07 CHF | 0.08 CHF | 419,288 | 50,000 | 433,055 | 48,444 | 26,831 CHF | 3,730 CHF | 99.13% | 99.13% |