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 | 60.88% | 0.01 CHF | 0.02 CHF | 700,000 | 250,000 | 581,543 | 250,000 | 6,681 CHF | 5,434 CHF | 99.95% | 99.95% |
19/11/2024 | 57.65% | 0.02 CHF | 0.03 CHF | 425,000 | 250,000 | 542,907 | 250,000 | 6,781 CHF | 5,677 CHF | 99.76% | 99.76% |
18/11/2024 | 52.36% | 0.02 CHF | 0.03 CHF | 525,000 | 250,000 | 484,827 | 250,000 | 6,833 CHF | 6,073 CHF | 99.88% | 99.88% |
15/11/2024 | 63.62% | 0.02 CHF | 0.03 CHF | 625,000 | 250,000 | 647,203 | 250,000 | 6,998 CHF | 5,229 CHF | 100.00% | 100.00% |
14/11/2024 | 51.66% | 0.02 CHF | 0.03 CHF | 550,000 | 250,000 | 550,517 | 250,000 | 7,965 CHF | 6,126 CHF | 99.64% | 99.64% |
13/11/2024 | 55.48% | 0.02 CHF | 0.03 CHF | 675,000 | 250,000 | 551,865 | 250,000 | 7,238 CHF | 5,839 CHF | 99.95% | 99.95% |
12/11/2024 | 46.13% | 0.02 CHF | 0.03 CHF | 325,000 | 250,000 | 371,950 | 250,000 | 6,239 CHF | 6,734 CHF | 99.77% | 99.77% |
11/11/2024 | 42.62% | 0.02 CHF | 0.03 CHF | 300,000 | 250,000 | 332,830 | 250,000 | 6,189 CHF | 7,172 CHF | 99.80% | 99.80% |
08/11/2024 | 47.83% | 0.02 CHF | 0.03 CHF | 325,000 | 250,000 | 430,515 | 250,000 | 6,833 CHF | 6,522 CHF | 99.81% | 99.81% |
07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500,000 | 250,000 | 457,964 | 250,000 | 6,869 CHF | 6,250 CHF | 99.91% | 99.91% |