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 | 22.11% | 0.05 CHF | 0.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 18,128 CHF | 7,543 CHF | 99.37% | 99.37% |
19/11/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 17,710 CHF | 7,403 CHF | 99.38% | 99.38% |
18/11/2024 | 27.54% | 0.03 CHF | 0.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 14,234 CHF | 6,245 CHF | 98.89% | 98.89% |
15/11/2024 | 20.22% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 20,230 CHF | 8,243 CHF | 99.37% | 99.37% |
14/11/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 18,107 CHF | 7,536 CHF | 99.37% | 99.37% |
13/11/2024 | 21.14% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 19,205 CHF | 7,902 CHF | 99.16% | 99.16% |
12/11/2024 | 29.14% | 0.03 CHF | 0.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 13,277 CHF | 5,926 CHF | 99.38% | 99.38% |
11/11/2024 | 55.89% | 0.02 CHF | 0.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 6,318 CHF | 3,606 CHF | 99.37% | 99.37% |
08/11/2024 | 57.23% | 0.01 CHF | 0.02 CHF | 450,000 | 150,000 | 506,683 | 150,000 | 6,796 CHF | 3,531 CHF | 99.37% | 99.37% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,000 CHF | 4,500 CHF | 99.29% | 99.29% |