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 | 19.94% | 0.04 CHF | 0.05 CHF | 458,317 | 50,000 | 457,700 | 50,000 | 20,910 CHF | 2,782 CHF | 100.00% | 100.00% |
19/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 490,018 | 50,000 | 490,018 | 50,000 | 19,601 CHF | 2,500 CHF | 99.94% | 99.94% |
18/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 481,866 | 50,000 | 484,630 | 44,466 | 19,385 CHF | 2,262 CHF | 99.64% | 99.64% |
15/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 476,554 | 50,000 | 476,554 | 50,000 | 19,062 CHF | 2,500 CHF | 100.00% | 100.00% |
14/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 410,390 | 50,000 | 410,390 | 50,000 | 20,520 CHF | 3,000 CHF | 99.44% | 99.44% |
13/11/2024 | 18.29% | 0.05 CHF | 0.06 CHF | 422,111 | 50,000 | 412,176 | 49,819 | 20,609 CHF | 2,991 CHF | 98.88% | 98.88% |
12/11/2024 | 18.15% | 0.05 CHF | 0.06 CHF | 396,267 | 50,000 | 387,605 | 50,000 | 19,432 CHF | 3,007 CHF | 99.99% | 99.99% |
11/11/2024 | 15.26% | 0.06 CHF | 0.07 CHF | 343,461 | 50,000 | 342,762 | 50,000 | 20,780 CHF | 3,531 CHF | 100.00% | 100.00% |
08/11/2024 | 13.90% | 0.06 CHF | 0.07 CHF | 339,884 | 50,000 | 332,918 | 50,000 | 22,358 CHF | 3,861 CHF | 88.69% | 88.69% |
07/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 331,117 | 50,000 | 331,091 | 48,703 | 23,176 CHF | 3,896 CHF | 99.06% | 99.06% |