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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 39.99% | 0.02 CHF | 0.03 CHF | 460,000 | 460,000 | 202,165 | 202,165 | 4,215 CHF | 6,246 CHF | 100.00% | 100.00% |
22/11/2024 | 50.33% | 0.02 CHF | 0.03 CHF | 470,000 | 470,000 | 208,555 | 208,555 | 3,320 CHF | 5,415 CHF | 100.00% | 100.00% |
20/11/2024 | 59.68% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 222,688 | 222,688 | 2,672 CHF | 4,911 CHF | 99.90% | 99.90% |
19/11/2024 | 58.46% | 0.01 CHF | 0.02 CHF | 490,000 | 490,000 | 213,859 | 213,859 | 2,620 CHF | 4,769 CHF | 100.00% | 100.00% |
18/11/2024 | 48.09% | 0.01 CHF | 0.02 CHF | 490,000 | 490,000 | 211,974 | 211,974 | 3,244 CHF | 5,373 CHF | 99.90% | 99.90% |
15/11/2024 | 48.95% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 187,290 | 187,290 | 2,965 CHF | 4,847 CHF | 99.45% | 99.45% |
14/11/2024 | 48.44% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 210,998 | 210,998 | 3,376 CHF | 5,495 CHF | 100.00% | 100.00% |
13/11/2024 | 48.59% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 209,728 | 209,728 | 3,356 CHF | 5,475 CHF | 100.00% | 100.00% |
12/11/2024 | 49.28% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 211,617 | 211,617 | 3,335 CHF | 5,461 CHF | 99.87% | 99.87% |
11/11/2024 | 52.34% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 213,638 | 213,638 | 3,196 CHF | 5,342 CHF | 99.61% | 99.61% |