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 | 18.91% | 0.06 CHF | 0.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 21,732 CHF | 8,744 CHF | 99.37% | 99.37% |
19/11/2024 | 19.81% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 20,685 CHF | 8,395 CHF | 99.38% | 99.38% |
18/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 18,003 CHF | 7,501 CHF | 98.89% | 98.89% |
15/11/2024 | 16.96% | 0.05 CHF | 0.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 24,472 CHF | 9,657 CHF | 99.37% | 99.37% |
14/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 22,500 CHF | 9,000 CHF | 99.37% | 99.37% |
13/11/2024 | 18.60% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 22,388 CHF | 8,963 CHF | 99.16% | 99.16% |
12/11/2024 | 26.90% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 14,685 CHF | 6,395 CHF | 99.37% | 99.37% |
11/11/2024 | 38.73% | 0.03 CHF | 0.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 9,501 CHF | 4,667 CHF | 99.37% | 99.37% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 450,000 | 150,000 | 506,704 | 150,000 | 10,134 CHF | 4,500 CHF | 99.37% | 99.37% |
07/11/2024 | 38.22% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 32,339 CHF | 4,734 CHF | 99.30% | 99.30% |