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 | 40.68% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 16,619 CHF | 4,989 CHF | 100.00% | 100.00% |
19/11/2024 | 26.28% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 498,062 | 99,785 | 19,658 CHF | 5,133 CHF | 100.00% | 100.00% |
18/11/2024 | 41.28% | 0.04 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 88,971 | 19,070 CHF | 5,102 CHF | 100.00% | 100.00% |
15/11/2024 | 24.83% | 0.04 CHF | 0.06 CHF | 500,000 | 100,000 | 480,619 | 100,000 | 22,797 CHF | 6,082 CHF | 100.00% | 100.00% |
14/11/2024 | 32.24% | 0.05 CHF | 0.07 CHF | 439,357 | 100,000 | 444,345 | 100,000 | 22,489 CHF | 7,000 CHF | 99.27% | 99.27% |
13/11/2024 | 33.97% | 0.05 CHF | 0.07 CHF | 443,230 | 100,000 | 494,134 | 99,134 | 21,434 CHF | 6,039 CHF | 99.40% | 99.40% |
12/11/2024 | 28.01% | 0.05 CHF | 0.06 CHF | 473,377 | 100,000 | 430,209 | 100,000 | 25,093 CHF | 7,743 CHF | 100.00% | 100.00% |
11/11/2024 | 27.82% | 0.07 CHF | 0.08 CHF | 398,206 | 100,000 | 429,058 | 100,000 | 25,413 CHF | 7,844 CHF | 100.00% | 100.00% |
08/11/2024 | 24.52% | 0.06 CHF | 0.07 CHF | 425,447 | 100,000 | 413,053 | 100,000 | 24,783 CHF | 7,693 CHF | 99.95% | 99.95% |
07/11/2024 | 20.35% | 0.07 CHF | 0.09 CHF | 364,748 | 100,000 | 360,660 | 97,491 | 27,110 CHF | 8,962 CHF | 99.05% | 99.05% |