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 | 62.46% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,313 CHF | 2,104 CHF | 99.38% | 99.38% |
19/11/2024 | 70.53% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,798 CHF | 1,933 CHF | 99.38% | 99.38% |
18/11/2024 | 48.77% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 4,684 CHF | 2,561 CHF | 99.23% | 99.23% |
15/11/2024 | 36.16% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,808 CHF | 3,269 CHF | 99.37% | 99.37% |
14/11/2024 | 31.85% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 7,922 CHF | 3,641 CHF | 99.38% | 99.38% |
13/11/2024 | 38.76% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,269 CHF | 3,090 CHF | 99.38% | 99.38% |
12/11/2024 | 34.62% | 0.02 CHF | 0.03 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 35,904 CHF | 3,394 CHF | 99.37% | 99.37% |
11/11/2024 | 29.30% | 0.03 CHF | 0.04 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 43,759 CHF | 3,917 CHF | 99.37% | 99.37% |
08/11/2024 | 29.91% | 0.03 CHF | 0.04 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 42,840 CHF | 3,856 CHF | 99.37% | 99.37% |
07/11/2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 53,336 CHF | 4,556 CHF | 99.29% | 99.29% |