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 | 80.27% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,144 CHF | 1,845 CHF | 96.88% | 96.88% |
19/11/2024 | 70.13% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 7,489 CHF | 2,250 CHF | 96.71% | 96.71% |
18/11/2024 | 63.67% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 8,721 CHF | 2,013 CHF | 100.00% | 100.00% |
15/11/2024 | 37.32% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 19,490 CHF | 2,847 CHF | 83.19% | 83.19% |
14/11/2024 | 28.52% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 21,510 CHF | 2,861 CHF | 99.27% | 99.27% |
13/11/2024 | 26.92% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 491,287 | 49,685 | 27,233 CHF | 3,591 CHF | 95.44% | 95.44% |
12/11/2024 | 22.58% | 0.07 CHF | 0.09 CHF | 459,510 | 50,000 | 464,196 | 50,000 | 33,786 CHF | 4,571 CHF | 87.29% | 87.29% |
11/11/2024 | 19.90% | 0.09 CHF | 0.11 CHF | 420,268 | 50,000 | 426,217 | 50,000 | 35,189 CHF | 5,036 CHF | 99.46% | 99.46% |
08/11/2024 | 18.08% | 0.09 CHF | 0.10 CHF | 408,701 | 50,000 | 423,037 | 50,000 | 35,615 CHF | 5,041 CHF | 100.00% | 100.00% |
07/11/2024 | 20.10% | 0.09 CHF | 0.10 CHF | 413,820 | 50,000 | 409,197 | 48,746 | 36,550 CHF | 5,318 CHF | 99.05% | 99.05% |