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 | 23.99% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 425,447 | 250,000 | 15,614 CHF | 11,761 CHF | 99.95% | 99.95% |
19/11/2024 | 34.66% | 0.03 CHF | 0.04 CHF | 600,000 | 250,000 | 666,580 | 250,000 | 15,940 CHF | 8,512 CHF | 99.75% | 99.75% |
18/11/2024 | 24.96% | 0.03 CHF | 0.04 CHF | 425,000 | 250,000 | 429,007 | 250,000 | 15,048 CHF | 11,411 CHF | 99.93% | 99.93% |
15/11/2024 | 21.83% | 0.05 CHF | 0.06 CHF | 350,000 | 250,000 | 388,772 | 250,000 | 15,867 CHF | 12,730 CHF | 100.00% | 100.00% |
14/11/2024 | 22.08% | 0.04 CHF | 0.05 CHF | 400,000 | 250,000 | 389,103 | 250,000 | 15,698 CHF | 12,614 CHF | 99.64% | 99.64% |
13/11/2024 | 23.24% | 0.04 CHF | 0.05 CHF | 425,000 | 250,000 | 413,835 | 250,000 | 15,774 CHF | 12,043 CHF | 99.95% | 99.95% |
12/11/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 350,000 | 250,000 | 327,087 | 302,723 | 16,242 CHF | 18,155 CHF | 99.78% | 99.78% |
11/11/2024 | 13.49% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 246,243 | 246,244 | 17,032 CHF | 19,495 CHF | 99.82% | 99.82% |
08/11/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 254,484 | 254,489 | 17,501 CHF | 20,046 CHF | 99.86% | 99.86% |
07/11/2024 | 10.76% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 207,517 | 207,517 | 18,250 CHF | 20,325 CHF | 99.88% | 99.88% |