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 | 23.38% | 0.05 CHF | 0.06 CHF | 125,000 | 125,000 | 190,040 | 188,558 | 7,096 CHF | 8,928 CHF | 99.97% | 99.97% |
19/11/2024 | 24.92% | 0.04 CHF | 0.05 CHF | 275,000 | 250,000 | 253,635 | 222,124 | 8,779 CHF | 10,003 CHF | 99.85% | 99.85% |
18/11/2024 | 24.66% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 226,668 | 225,196 | 8,042 CHF | 10,243 CHF | 99.90% | 99.90% |
15/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 178,609 | 178,605 | 7,145 CHF | 8,931 CHF | 100.00% | 100.00% |
14/11/2024 | 22.16% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 179,392 | 179,396 | 7,192 CHF | 8,986 CHF | 99.53% | 99.53% |
13/11/2024 | 21.95% | 0.04 CHF | 0.05 CHF | 175,000 | 175,000 | 169,351 | 169,349 | 6,839 CHF | 8,533 CHF | 99.94% | 99.94% |
12/11/2024 | 21.55% | 0.04 CHF | 0.05 CHF | 175,000 | 175,000 | 158,277 | 158,275 | 6,560 CHF | 8,143 CHF | 99.83% | 99.83% |
11/11/2024 | 19.00% | 0.05 CHF | 0.06 CHF | 125,000 | 125,000 | 123,226 | 123,221 | 5,879 CHF | 7,111 CHF | 99.79% | 99.79% |
08/11/2024 | 17.18% | 0.05 CHF | 0.06 CHF | 125,000 | 125,000 | 107,849 | 107,847 | 5,736 CHF | 6,814 CHF | 99.82% | 99.82% |
07/11/2024 | 14.33% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 82,393 | 82,392 | 5,327 CHF | 6,151 CHF | 99.89% | 99.89% |