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 | 16.74% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,268 CHF | 3,459 CHF | 92.81% | 92.81% |
19/11/2024 | 18.40% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,007 CHF | 99.53% | 99.53% |
18/11/2024 | 21.18% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 44,487 | 27,445 CHF | 2,999 CHF | 100.00% | 100.00% |
15/11/2024 | 21.81% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,553 CHF | 2,924 CHF | 92.47% | 92.47% |
14/11/2024 | 20.50% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,077 CHF | 98.20% | 98.20% |
13/11/2024 | 19.81% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 49,700 | 25,919 CHF | 3,141 CHF | 98.35% | 98.35% |
12/11/2024 | 15.78% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 32,560 CHF | 3,811 CHF | 97.69% | 97.69% |
11/11/2024 | 12.69% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 39,589 CHF | 4,493 CHF | 100.00% | 100.00% |
08/11/2024 | 17.52% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 32,049 CHF | 3,818 CHF | 96.30% | 96.30% |
07/11/2024 | 14.97% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 48,588 | 34,053 CHF | 3,840 CHF | 91.03% | 91.03% |