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 | 39.81% | 0.02 CHF | 0.03 CHF | 476,519 | 50,000 | 476,358 | 50,000 | 9,604 CHF | 1,508 CHF | 100.00% | 100.00% |
19/11/2024 | 40.17% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,968 CHF | 1,497 CHF | 100.00% | 100.00% |
18/11/2024 | 47.80% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 475,359 | 44,486 | 9,231 CHF | 1,363 CHF | 100.00% | 100.00% |
15/11/2024 | 24.70% | 0.03 CHF | 0.04 CHF | 373,309 | 50,000 | 344,997 | 50,000 | 12,344 CHF | 2,305 CHF | 100.00% | 100.00% |
14/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 318,091 | 50,000 | 318,091 | 50,000 | 15,905 CHF | 3,000 CHF | 99.52% | 99.52% |
13/11/2024 | 23.67% | 0.04 CHF | 0.05 CHF | 313,115 | 50,000 | 313,997 | 49,704 | 14,072 CHF | 2,819 CHF | 99.32% | 99.32% |
12/11/2024 | 20.21% | 0.04 CHF | 0.05 CHF | 320,603 | 50,000 | 316,854 | 50,000 | 14,258 CHF | 2,749 CHF | 100.00% | 100.00% |
11/11/2024 | 18.33% | 0.05 CHF | 0.06 CHF | 317,426 | 50,000 | 293,277 | 50,000 | 14,578 CHF | 2,987 CHF | 100.00% | 100.00% |
08/11/2024 | 18.13% | 0.05 CHF | 0.06 CHF | 276,644 | 50,000 | 288,945 | 50,000 | 14,498 CHF | 3,009 CHF | 100.00% | 100.00% |
07/11/2024 | 19.31% | 0.05 CHF | 0.06 CHF | 274,735 | 50,000 | 274,663 | 48,703 | 13,737 CHF | 2,947 CHF | 99.13% | 99.13% |