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 | 22.05% | 0.04 CHF | 0.05 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 30,328 CHF | 5,044 CHF | 99.17% | 99.17% |
19/11/2024 | 19.12% | 0.04 CHF | 0.05 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 35,813 CHF | 5,775 CHF | 99.17% | 99.17% |
18/11/2024 | 18.13% | 0.06 CHF | 0.07 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 37,835 CHF | 6,045 CHF | 99.23% | 99.23% |
15/11/2024 | 16.61% | 0.05 CHF | 0.06 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 41,713 CHF | 6,562 CHF | 99.17% | 99.17% |
14/11/2024 | 16.66% | 0.06 CHF | 0.07 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 41,599 CHF | 6,547 CHF | 99.15% | 99.15% |
13/11/2024 | 17.27% | 0.05 CHF | 0.06 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 39,945 CHF | 6,326 CHF | 99.16% | 99.16% |
12/11/2024 | 16.05% | 0.05 CHF | 0.06 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 43,217 CHF | 6,762 CHF | 99.17% | 99.17% |
11/11/2024 | 12.77% | 0.08 CHF | 0.09 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 55,215 CHF | 8,362 CHF | 99.17% | 99.17% |
08/11/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 53,191 CHF | 8,092 CHF | 99.17% | 99.17% |
07/11/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 600,000 | 100,000 | 665,239 | 100,000 | 58,150 CHF | 9,786 CHF | 98.26% | 98.26% |