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 | 44.96% | 0.03 CHF | 0.05 CHF | 250,089 | 50,000 | 192,111 | 50,000 | 6,784 CHF | 2,797 CHF | 100.00% | 100.00% |
19/11/2024 | 23.89% | 0.03 CHF | 0.04 CHF | 217,440 | 50,000 | 197,258 | 50,000 | 7,366 CHF | 2,387 CHF | 99.98% | 99.98% |
18/11/2024 | 18.04% | 0.04 CHF | 0.05 CHF | 201,166 | 50,000 | 161,854 | 44,486 | 9,829 CHF | 3,214 CHF | 100.00% | 100.00% |
15/11/2024 | 9.14% | 0.08 CHF | 0.09 CHF | 138,113 | 50,000 | 116,598 | 50,000 | 12,218 CHF | 5,769 CHF | 99.99% | 99.99% |
14/11/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 98,932 | 50,000 | 101,059 | 50,000 | 14,589 CHF | 7,720 CHF | 99.52% | 99.52% |
13/11/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 108,750 | 50,000 | 103,482 | 49,704 | 13,897 CHF | 7,193 CHF | 99.32% | 99.32% |
12/11/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 109,571 | 50,000 | 105,895 | 50,000 | 13,798 CHF | 7,047 CHF | 100.00% | 100.00% |
11/11/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 106,445 | 50,000 | 103,347 | 50,000 | 14,837 CHF | 7,689 CHF | 100.00% | 100.00% |
08/11/2024 | 6.49% | 0.14 CHF | 0.15 CHF | 100,400 | 50,000 | 101,208 | 50,000 | 15,091 CHF | 7,956 CHF | 100.00% | 100.00% |
07/11/2024 | 6.57% | 0.16 CHF | 0.17 CHF | 99,561 | 50,000 | 98,523 | 48,471 | 15,345 CHF | 8,043 CHF | 84.07% | 84.07% |