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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 66.51% | 0.01 CHF | 0.02 CHF | 675,000 | 250,000 | 697,749 | 250,000 | 7,005 CHF | 5,011 CHF | 100.00% | 100.00% |
22/11/2024 | 55.42% | 0.02 CHF | 0.03 CHF | 650,000 | 250,000 | 582,877 | 250,000 | 7,679 CHF | 5,844 CHF | 100.00% | 100.00% |
20/11/2024 | 48.08% | 0.02 CHF | 0.03 CHF | 325,000 | 250,000 | 407,489 | 250,000 | 6,445 CHF | 6,490 CHF | 99.95% | 99.95% |
19/11/2024 | 49.49% | 0.02 CHF | 0.03 CHF | 450,000 | 250,000 | 419,727 | 250,000 | 6,390 CHF | 6,313 CHF | 99.81% | 99.81% |
18/11/2024 | 42.31% | 0.02 CHF | 0.03 CHF | 425,000 | 250,000 | 354,244 | 250,000 | 6,622 CHF | 7,211 CHF | 99.88% | 99.88% |
15/11/2024 | 35.61% | 0.02 CHF | 0.03 CHF | 275,000 | 250,000 | 269,946 | 250,000 | 6,264 CHF | 8,323 CHF | 100.00% | 100.00% |
14/11/2024 | 37.37% | 0.02 CHF | 0.03 CHF | 300,000 | 250,000 | 290,349 | 249,865 | 6,356 CHF | 7,988 CHF | 99.65% | 99.65% |
13/11/2024 | 35.47% | 0.03 CHF | 0.04 CHF | 225,000 | 225,000 | 280,529 | 247,049 | 6,511 CHF | 8,246 CHF | 99.95% | 99.95% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 400,000 | 250,000 | 377,453 | 250,000 | 7,549 CHF | 7,500 CHF | 99.80% | 99.80% |
11/11/2024 | 43.76% | 0.02 CHF | 0.03 CHF | 375,000 | 250,000 | 421,678 | 250,000 | 7,583 CHF | 7,030 CHF | 99.77% | 99.77% |