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 | 39.92% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,035 CHF | 752 CHF | 96.64% | 96.64% |
19/11/2024 | 38.54% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,639 CHF | 782 CHF | 99.68% | 99.68% |
18/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 23,897 | 15,000 CHF | 956 CHF | 100.00% | 100.00% |
15/11/2024 | 23.51% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 18,986 CHF | 1,199 CHF | 100.00% | 100.00% |
14/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,000 CHF | 1,250 CHF | 93.90% | 93.90% |
13/11/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 24,963 | 20,045 CHF | 1,250 CHF | 96.70% | 96.70% |
12/11/2024 | 18.53% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 493,128 | 25,000 | 24,442 CHF | 1,490 CHF | 99.63% | 99.63% |
11/11/2024 | 13.79% | 0.07 CHF | 0.08 CHF | 445,074 | 25,000 | 435,537 | 25,000 | 29,516 CHF | 1,945 CHF | 100.00% | 100.00% |
08/11/2024 | 17.21% | 0.06 CHF | 0.07 CHF | 488,940 | 25,000 | 489,713 | 25,000 | 26,207 CHF | 1,587 CHF | 100.00% | 100.00% |
07/11/2024 | 15.63% | 0.06 CHF | 0.07 CHF | 488,544 | 25,000 | 488,698 | 24,892 | 29,254 CHF | 1,742 CHF | 95.98% | 95.98% |