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 | 21.08% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 60,861 | 21,870 CHF | 3,150 CHF | 99.58% | 99.58% |
19/11/2024 | 24.80% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 62,497 | 17,973 CHF | 2,798 CHF | 86.42% | 86.42% |
18/11/2024 | 18.68% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 60,856 | 24,383 CHF | 3,540 CHF | 99.54% | 99.54% |
15/11/2024 | 12.91% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 60,525 | 36,938 CHF | 4,901 CHF | 98.34% | 98.34% |
14/11/2024 | 10.57% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 499,979 | 60,738 | 44,869 CHF | 6,090 CHF | 99.23% | 99.23% |
13/11/2024 | 13.96% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 496,093 | 61,591 | 34,334 CHF | 4,798 CHF | 90.47% | 90.47% |
12/11/2024 | 15.90% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 61,143 | 29,113 CHF | 4,201 CHF | 96.96% | 96.96% |
11/11/2024 | 64.37% | 0.03 CHF | 0.08 CHF | 10,000 | 10,000 | 6,090 | 6,090 | 319 CHF | 623 CHF | 99.09% | 99.09% |
08/11/2024 | 10.61% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 60,852 | 44,913 CHF | 6,035 CHF | 99.59% | 99.59% |
07/11/2024 | 11.65% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 60,912 | 40,476 CHF | 5,577 CHF | 99.08% | 99.08% |