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 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.38% | 99.38% |
19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.37% | 99.37% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.37% | 99.37% |
15/11/2024 | 32.63% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 19,837 CHF | 9,112 CHF | 99.34% | 99.34% |
14/11/2024 | 31.56% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,550 CHF | 9,350 CHF | 99.18% | 99.18% |
13/11/2024 | 22.42% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 29,927 CHF | 12,476 CHF | 99.37% | 99.37% |
12/11/2024 | 16.69% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 41,503 CHF | 16,334 CHF | 99.15% | 99.15% |
11/11/2024 | 11.89% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 59,918 CHF | 22,473 CHF | 99.13% | 99.13% |
08/11/2024 | 10.46% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,487 CHF | 25,329 CHF | 99.37% | 99.37% |
07/11/2024 | 6.16% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 671,774 | 223,925 | 107,475 CHF | 38,064 CHF | 98.56% | 98.56% |