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 | 16.62% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,794 CHF | 3,279 CHF | 100.00% | 100.00% |
19/11/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,346 CHF | 3,235 CHF | 99.87% | 99.87% |
18/11/2024 | 14.02% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 42,760 | 33,792 CHF | 3,296 CHF | 91.40% | 91.40% |
15/11/2024 | 12.10% | 0.08 CHF | 0.09 CHF | 497,772 | 50,000 | 499,449 | 50,000 | 38,905 CHF | 4,394 CHF | 100.00% | 100.00% |
14/11/2024 | 14.81% | 0.08 CHF | 0.09 CHF | 492,290 | 50,000 | 499,411 | 50,000 | 32,011 CHF | 3,706 CHF | 81.16% | 81.16% |
13/11/2024 | 15.14% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 49,482 | 30,597 CHF | 3,523 CHF | 91.94% | 91.94% |
12/11/2024 | 13.51% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 34,575 CHF | 3,958 CHF | 98.14% | 98.14% |
11/11/2024 | 9.22% | 0.09 CHF | 0.10 CHF | 424,041 | 50,000 | 394,346 | 50,000 | 40,907 CHF | 5,696 CHF | 98.13% | 98.13% |
08/11/2024 | 9.00% | 0.10 CHF | 0.11 CHF | 427,219 | 25,000 | 393,005 | 25,000 | 41,735 CHF | 2,913 CHF | 94.59% | 94.59% |
07/11/2024 | 5.84% | 0.16 CHF | 0.17 CHF | 305,440 | 25,000 | 290,816 | 24,784 | 48,910 CHF | 4,421 CHF | 85.71% | 85.71% |