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 | 19.53% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 23,329 CHF | 28,329 CHF | 99.56% | 99.56% |
19/11/2024 | 18.37% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 24,764 CHF | 29,764 CHF | 99.55% | 99.55% |
18/11/2024 | 19.14% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 23,813 CHF | 28,813 CHF | 99.55% | 99.55% |
15/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 25,000 CHF | 30,000 CHF | 98.90% | 98.90% |
14/11/2024 | 18.68% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 24,383 CHF | 29,383 CHF | 98.70% | 98.70% |
13/11/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 25,013 CHF | 30,013 CHF | 72.42% | 72.42% |
12/11/2024 | 13.29% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 21,245 CHF | 24,245 CHF | 98.06% | 98.06% |
11/11/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 99.50% | 99.50% |
08/11/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 39,178 CHF | 42,178 CHF | 99.50% | 99.50% |
07/11/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,931 CHF | 75,931 CHF | 99.56% | 99.56% |