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 | 22.72% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 99,743 | 99,741 | 3,923 CHF | 4,920 CHF | 99.97% | 99.97% |
19/11/2024 | 25.92% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 100,671 | 100,673 | 3,413 CHF | 4,420 CHF | 99.84% | 99.84% |
18/11/2024 | 26.04% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 3,354 CHF | 4,354 CHF | 99.91% | 99.91% |
15/11/2024 | 25.17% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 101,463 | 101,463 | 3,544 CHF | 4,559 CHF | 100.00% | 100.00% |
14/11/2024 | 31.47% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 121,586 | 121,586 | 3,263 CHF | 4,479 CHF | 99.52% | 99.52% |
13/11/2024 | 36.29% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 137,560 | 137,560 | 3,108 CHF | 4,484 CHF | 99.94% | 99.94% |
12/11/2024 | 33.57% | 0.03 CHF | 0.04 CHF | 125,000 | 125,000 | 124,606 | 124,604 | 3,094 CHF | 4,340 CHF | 99.77% | 99.77% |
11/11/2024 | 22.43% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 100,366 | 100,411 | 4,037 CHF | 5,043 CHF | 99.77% | 99.77% |
08/11/2024 | 36.21% | 0.03 CHF | 0.04 CHF | 125,000 | 125,000 | 139,884 | 139,856 | 3,178 CHF | 4,576 CHF | 99.81% | 99.81% |
07/11/2024 | 23.36% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 100,412 | 100,420 | 3,810 CHF | 4,814 CHF | 99.91% | 99.91% |