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 | 33.10% | 0.03 CHF | 0.04 CHF | 275,000 | 250,000 | 246,746 | 233,789 | 6,203 CHF | 8,263 CHF | 99.96% | 99.96% |
19/11/2024 | 30.59% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 229,374 | 225,390 | 6,347 CHF | 8,508 CHF | 99.81% | 99.81% |
18/11/2024 | 29.89% | 0.03 CHF | 0.04 CHF | 225,000 | 225,000 | 220,813 | 220,552 | 6,292 CHF | 8,491 CHF | 99.91% | 99.91% |
15/11/2024 | 22.35% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 156,239 | 156,243 | 6,221 CHF | 7,783 CHF | 100.00% | 100.00% |
14/11/2024 | 18.88% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 130,764 | 130,765 | 6,276 CHF | 7,583 CHF | 99.53% | 99.53% |
13/11/2024 | 16.95% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 122,998 | 122,996 | 6,633 CHF | 7,863 CHF | 99.96% | 99.96% |
12/11/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 89,183 | 89,184 | 6,555 CHF | 7,447 CHF | 99.83% | 99.83% |
11/11/2024 | 9.81% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 7,313 CHF | 8,063 CHF | 99.81% | 99.81% |
08/11/2024 | 9.40% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 7,702 CHF | 8,452 CHF | 99.81% | 99.81% |
07/11/2024 | 7.13% | 0.12 CHF | 0.13 CHF | 75,000 | 75,000 | 60,140 | 60,139 | 8,105 CHF | 8,706 CHF | 99.88% | 99.88% |