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 | - | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | 90.42% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,481 CHF | 2,173 CHF | 92.37% | 100.00% |
18/11/2024 | 65.04% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 467,280 | 44,487 | 10,751 CHF | 1,956 CHF | 100.00% | 100.00% |
15/11/2024 | 44.00% | 0.04 CHF | 0.06 CHF | 394,175 | 50,000 | 433,677 | 50,000 | 14,882 CHF | 2,740 CHF | 99.99% | 99.99% |
14/11/2024 | 16.61% | 0.08 CHF | 0.10 CHF | 228,245 | 50,000 | 193,524 | 50,000 | 21,943 CHF | 6,865 CHF | 99.52% | 99.52% |
13/11/2024 | 13.54% | 0.18 CHF | 0.20 CHF | 145,694 | 50,000 | 163,496 | 49,696 | 23,762 CHF | 8,406 CHF | 96.96% | 96.96% |
12/11/2024 | 7.26% | 0.24 CHF | 0.26 CHF | 123,451 | 50,000 | 116,173 | 50,000 | 31,215 CHF | 14,458 CHF | 72.74% | 72.74% |
11/11/2024 | 7.96% | 0.27 CHF | 0.29 CHF | 114,455 | 50,000 | 114,667 | 50,000 | 30,188 CHF | 14,269 CHF | 96.53% | 96.53% |
08/11/2024 | 9.08% | 0.24 CHF | 0.26 CHF | 122,576 | 50,000 | 131,727 | 50,000 | 27,771 CHF | 11,567 CHF | 92.92% | 92.92% |
07/11/2024 | 9.77% | 0.21 CHF | 0.23 CHF | 131,561 | 50,000 | 131,785 | 48,703 | 27,954 CHF | 11,379 CHF | 99.12% | 99.12% |