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 | 23.97% | 0.07 CHF | 0.09 CHF | 375,611 | 100,000 | 383,558 | 100,000 | 24,715 CHF | 8,199 CHF | 99.00% | 99.00% |
19/11/2024 | 22.78% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 499,165 | 100,000 | 19,571 CHF | 4,921 CHF | 99.99% | 99.99% |
18/11/2024 | 25.60% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 499,466 | 88,971 | 19,061 CHF | 4,319 CHF | 100.00% | 100.00% |
15/11/2024 | 16.17% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 435,676 | 100,000 | 25,144 CHF | 6,851 CHF | 85.14% | 85.14% |
14/11/2024 | 10.61% | 0.08 CHF | 0.09 CHF | 388,359 | 100,000 | 353,371 | 100,000 | 31,624 CHF | 9,961 CHF | 76.31% | 76.31% |
13/11/2024 | 8.32% | 0.13 CHF | 0.14 CHF | 291,518 | 100,000 | 309,306 | 100,000 | 35,667 CHF | 12,550 CHF | 80.62% | 80.62% |
12/11/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 257,170 | 100,000 | 261,470 | 100,000 | 42,744 CHF | 17,847 CHF | 93.24% | 93.24% |
11/11/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 345,079 | 100,000 | 345,292 | 100,000 | 40,336 CHF | 12,697 CHF | 66.75% | 66.75% |
08/11/2024 | 9.72% | 0.09 CHF | 0.10 CHF | 426,114 | 100,000 | 390,334 | 100,000 | 38,310 CHF | 10,892 CHF | 40.88% | 40.88% |
07/11/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 323,538 | 100,000 | 316,633 | 97,154 | 41,115 CHF | 13,650 CHF | 90.39% | 90.39% |