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 | 47.68% | 0.01 CHF | 0.02 CHF | 370,000 | 370,000 | 362,802 | 362,802 | 5,851 CHF | 9,479 CHF | 100.00% | 100.00% |
19/11/2024 | 46.15% | 0.02 CHF | 0.03 CHF | 360,000 | 360,000 | 364,599 | 364,599 | 6,135 CHF | 9,781 CHF | 100.00% | 100.00% |
18/11/2024 | 36.79% | 0.02 CHF | 0.03 CHF | 360,000 | 360,000 | 344,257 | 344,257 | 7,745 CHF | 11,188 CHF | 100.00% | 100.00% |
15/11/2024 | 28.18% | 0.03 CHF | 0.04 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 11,015 CHF | 14,615 CHF | 100.00% | 100.00% |
14/11/2024 | 35.16% | 0.03 CHF | 0.04 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 8,832 CHF | 12,432 CHF | 100.00% | 100.00% |
13/11/2024 | 35.82% | 0.02 CHF | 0.03 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 8,355 CHF | 11,955 CHF | 100.00% | 100.00% |
12/11/2024 | 30.63% | 0.02 CHF | 0.03 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 9,984 CHF | 13,584 CHF | 100.00% | 100.00% |
11/11/2024 | 16.28% | 0.04 CHF | 0.05 CHF | 350,000 | 350,000 | 348,443 | 348,443 | 19,836 CHF | 23,320 CHF | 100.00% | 100.00% |
08/11/2024 | 15.49% | 0.05 CHF | 0.06 CHF | 290,000 | 290,000 | 284,942 | 284,942 | 17,392 CHF | 20,267 CHF | 99.20% | 99.20% |
07/11/2024 | 6.85% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 245,307 | 245,307 | 34,716 CHF | 37,169 CHF | 98.39% | 98.39% |