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 | 85.87% | 0.02 CHF | 0.05 CHF | 50,000 | 50,000 | 30,432 | 30,432 | 608 CHF | 1,522 CHF | 99.68% | 99.68% |
19/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 50,000 | 50,000 | 100,065 | 30,432 | 2,001 CHF | 1,522 CHF | 99.68% | 99.68% |
18/11/2024 | 78.04% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 161,310 | 30,443 | 4,293 CHF | 1,522 CHF | 99.49% | 99.49% |
15/11/2024 | 82.54% | 0.02 CHF | 0.05 CHF | 50,000 | 50,000 | 421,548 | 30,433 | 8,773 CHF | 1,522 CHF | 99.68% | 99.68% |
14/11/2024 | 62.83% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 30,426 | 15,110 CHF | 1,728 CHF | 99.65% | 99.65% |
13/11/2024 | 56.28% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 496,091 | 30,782 | 17,968 CHF | 1,941 CHF | 90.89% | 90.89% |
12/11/2024 | 48.23% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 30,453 | 22,089 CHF | 2,180 CHF | 99.30% | 99.30% |
11/11/2024 | 47.21% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 30,433 | 22,730 CHF | 2,211 CHF | 99.67% | 99.67% |
08/11/2024 | 40.26% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 30,433 | 27,756 CHF | 2,515 CHF | 99.68% | 99.68% |
07/11/2024 | 42.41% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 30,432 | 26,004 CHF | 2,426 CHF | 99.68% | 99.68% |