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 | 37.13% | 0.03 CHF | 0.05 CHF | 440,745 | 20,000 | 406,776 | 20,000 | 15,785 CHF | 1,132 CHF | 100.00% | 100.00% |
19/11/2024 | 24.75% | 0.04 CHF | 0.05 CHF | 464,934 | 20,000 | 472,974 | 20,000 | 17,045 CHF | 921 CHF | 97.46% | 97.46% |
18/11/2024 | 25.82% | 0.04 CHF | 0.05 CHF | 407,384 | 20,000 | 438,099 | 17,243 | 17,655 CHF | 884 CHF | 100.00% | 100.00% |
15/11/2024 | 16.70% | 0.05 CHF | 0.06 CHF | 417,060 | 20,000 | 358,730 | 20,000 | 19,764 CHF | 1,314 CHF | 100.00% | 100.00% |
14/11/2024 | 13.95% | 0.08 CHF | 0.09 CHF | 293,949 | 20,000 | 326,217 | 20,000 | 21,863 CHF | 1,546 CHF | 99.44% | 99.44% |
13/11/2024 | 18.05% | 0.05 CHF | 0.06 CHF | 442,669 | 20,000 | 400,733 | 19,804 | 20,408 CHF | 1,219 CHF | 98.88% | 98.88% |
12/11/2024 | 13.36% | 0.06 CHF | 0.07 CHF | 332,797 | 20,000 | 322,910 | 20,000 | 22,634 CHF | 1,605 CHF | 100.00% | 100.00% |
11/11/2024 | 8.96% | 0.10 CHF | 0.11 CHF | 234,041 | 20,000 | 234,761 | 20,000 | 25,078 CHF | 2,337 CHF | 99.58% | 99.58% |
08/11/2024 | 10.50% | 0.08 CHF | 0.09 CHF | 265,481 | 20,000 | 252,836 | 20,000 | 22,934 CHF | 2,026 CHF | 93.99% | 93.99% |
07/11/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 210,567 | 20,000 | 200,453 | 19,343 | 24,434 CHF | 2,565 CHF | 97.91% | 97.91% |