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 | 14.96% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 847,931 | 282,644 | 52,420 CHF | 20,300 CHF | 99.51% | 99.51% |
19/11/2024 | 18.45% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 900,720 | 320,247 | 44,824 CHF | 18,960 CHF | 99.24% | 99.24% |
18/11/2024 | 16.46% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 908,190 | 308,480 | 51,050 CHF | 20,369 CHF | 99.70% | 99.70% |
15/11/2024 | 12.40% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 754,618 | 251,539 | 57,327 CHF | 21,624 CHF | 99.39% | 99.39% |
14/11/2024 | 14.83% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 873,257 | 291,086 | 54,690 CHF | 21,141 CHF | 98.23% | 98.23% |
13/11/2024 | 13.24% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,056 | 250,019 | 52,951 CHF | 20,150 CHF | 99.35% | 99.35% |
12/11/2024 | 17.67% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 978,620 | 379,300 | 50,658 CHF | 23,334 CHF | 93.14% | 93.14% |
11/11/2024 | 22.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 406,751 | 40,638 CHF | 20,528 CHF | 98.27% | 98.27% |
08/11/2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 40,241 CHF | 20,097 CHF | 93.11% | 93.11% |
07/11/2024 | 25.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 483,684 | 34,281 CHF | 21,324 CHF | 98.60% | 98.60% |