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 | 36.12% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,534 CHF | 3,758 CHF | 96.88% | 96.88% |
19/11/2024 | 28.56% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,281 CHF | 4,069 CHF | 96.71% | 96.71% |
18/11/2024 | 33.11% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 21,629 CHF | 3,742 CHF | 100.00% | 100.00% |
15/11/2024 | 15.07% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 38,246 CHF | 4,437 CHF | 83.19% | 83.19% |
14/11/2024 | 17.33% | 0.08 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 38,887 CHF | 4,629 CHF | 99.27% | 99.27% |
13/11/2024 | 15.10% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 464,705 | 49,685 | 43,602 CHF | 5,476 CHF | 95.44% | 95.44% |
12/11/2024 | 14.28% | 0.11 CHF | 0.13 CHF | 409,411 | 50,000 | 407,819 | 50,000 | 46,464 CHF | 6,574 CHF | 87.29% | 87.29% |
11/11/2024 | 10.31% | 0.13 CHF | 0.15 CHF | 363,899 | 50,000 | 378,345 | 50,000 | 48,029 CHF | 7,036 CHF | 99.46% | 99.46% |
08/11/2024 | 9.18% | 0.14 CHF | 0.15 CHF | 377,125 | 50,000 | 377,025 | 50,000 | 48,545 CHF | 7,057 CHF | 91.92% | 91.92% |
07/11/2024 | 14.18% | 0.13 CHF | 0.15 CHF | 375,608 | 50,000 | 365,458 | 48,667 | 47,469 CHF | 7,276 CHF | 93.20% | 93.20% |