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 | 27.33% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,979 CHF | 2,098 CHF | 100.00% | 100.00% |
19/11/2024 | 24.84% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 17,940 CHF | 2,294 CHF | 99.99% | 99.99% |
18/11/2024 | 31.97% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 44,487 | 16,044 CHF | 1,939 CHF | 100.00% | 100.00% |
15/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 97.60% | 97.60% |
14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 96.15% | 96.15% |
13/11/2024 | 39.43% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 49,711 | 10,508 CHF | 1,550 CHF | 99.36% | 99.36% |
12/11/2024 | 29.93% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,407 CHF | 1,941 CHF | 100.00% | 100.00% |
11/11/2024 | 21.31% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 21,481 CHF | 2,648 CHF | 99.48% | 99.48% |
08/11/2024 | 17.83% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,627 CHF | 3,063 CHF | 99.86% | 99.86% |
07/11/2024 | 17.73% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 48,669 | 26,280 CHF | 3,055 CHF | 96.52% | 96.52% |