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 | 16.79% | 0.05 CHF | 0.06 CHF | 425,000 | 425,000 | 379,508 | 379,509 | 20,700 CHF | 24,495 CHF | 99.97% | 99.97% |
19/11/2024 | 19.61% | 0.05 CHF | 0.06 CHF | 425,000 | 425,000 | 464,409 | 292,784 | 21,367 CHF | 16,555 CHF | 99.77% | 99.77% |
18/11/2024 | 19.59% | 0.05 CHF | 0.06 CHF | 475,000 | 250,000 | 478,723 | 286,405 | 22,062 CHF | 16,196 CHF | 99.89% | 99.89% |
15/11/2024 | 19.96% | 0.05 CHF | 0.06 CHF | 475,000 | 250,000 | 492,911 | 299,162 | 22,223 CHF | 16,775 CHF | 100.00% | 100.00% |
14/11/2024 | 21.56% | 0.05 CHF | 0.06 CHF | 475,000 | 250,000 | 572,268 | 254,527 | 23,664 CHF | 13,136 CHF | 99.58% | 99.58% |
13/11/2024 | 21.75% | 0.04 CHF | 0.05 CHF | 700,000 | 250,000 | 600,404 | 250,000 | 24,561 CHF | 12,777 CHF | 99.94% | 99.94% |
12/11/2024 | 18.07% | 0.05 CHF | 0.06 CHF | 475,000 | 250,000 | 420,354 | 388,235 | 21,170 CHF | 23,606 CHF | 99.76% | 99.76% |
11/11/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 301,963 | 301,963 | 19,651 CHF | 22,671 CHF | 99.81% | 99.81% |
08/11/2024 | 14.44% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 316,754 | 316,754 | 20,356 CHF | 23,523 CHF | 99.83% | 99.83% |
07/11/2024 | 13.03% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 275,620 | 275,620 | 19,757 CHF | 22,513 CHF | 99.88% | 99.88% |