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 | 5.54% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 105,493 CHF | 37,164 CHF | 97.72% | 97.72% |
19/11/2024 | 5.71% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 595,190 | 198,397 | 101,382 CHF | 35,778 CHF | 97.17% | 97.17% |
18/11/2024 | 5.47% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 106,859 CHF | 37,620 CHF | 99.09% | 99.09% |
15/11/2024 | 10.52% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 804,935 | 268,312 | 73,121 CHF | 27,057 CHF | 97.91% | 97.91% |
14/11/2024 | 12.35% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 921,388 | 325,441 | 70,370 CHF | 27,959 CHF | 97.13% | 97.13% |
13/11/2024 | 15.02% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 995,290 | 395,290 | 61,520 CHF | 28,345 CHF | 96.19% | 96.19% |
12/11/2024 | 27.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,363 CHF | 21,181 CHF | 91.47% | 91.47% |
11/11/2024 | 30.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,964 CHF | 18,982 CHF | 98.31% | 98.31% |
08/11/2024 | 27.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,681 CHF | 20,841 CHF | 97.28% | 97.28% |
07/11/2024 | 12.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 420,810 | 80,148 CHF | 37,161 CHF | 97.44% | 97.44% |