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 | 29.49% | 0.03 CHF | 0.04 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 21,895 CHF | 1,960 CHF | 98.83% | 98.83% |
19/11/2024 | 31.31% | 0.03 CHF | 0.04 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 20,704 CHF | 1,880 CHF | 99.17% | 99.17% |
18/11/2024 | 26.97% | 0.03 CHF | 0.04 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 24,390 CHF | 2,126 CHF | 99.22% | 99.22% |
15/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 30,000 CHF | 2,500 CHF | 99.16% | 99.16% |
14/11/2024 | 21.44% | 0.04 CHF | 0.05 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 31,443 CHF | 2,596 CHF | 99.15% | 99.15% |
13/11/2024 | 20.52% | 0.04 CHF | 0.05 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 33,151 CHF | 2,710 CHF | 98.96% | 98.96% |
12/11/2024 | 17.69% | 0.05 CHF | 0.06 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 39,165 CHF | 3,111 CHF | 99.16% | 99.16% |
11/11/2024 | 11.93% | 0.08 CHF | 0.09 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 59,451 CHF | 4,463 CHF | 99.17% | 99.17% |
08/11/2024 | 14.69% | 0.07 CHF | 0.08 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 47,551 CHF | 3,670 CHF | 99.17% | 99.17% |
07/11/2024 | 12.51% | 0.07 CHF | 0.08 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 56,439 CHF | 4,263 CHF | 97.78% | 97.78% |