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 | 60.16% | 0.02 CHF | 0.04 CHF | 347,947 | 50,000 | 287,927 | 50,000 | 8,560 CHF | 2,763 CHF | 92.55% | 92.55% |
19/11/2024 | 37.89% | 0.03 CHF | 0.05 CHF | 327,875 | 50,000 | 337,531 | 50,000 | 9,785 CHF | 2,147 CHF | 97.39% | 97.39% |
18/11/2024 | 26.45% | 0.04 CHF | 0.05 CHF | 305,375 | 50,000 | 292,500 | 43,384 | 11,826 CHF | 2,239 CHF | 100.00% | 100.00% |
15/11/2024 | 21.65% | 0.05 CHF | 0.07 CHF | 252,048 | 50,000 | 247,771 | 50,000 | 12,956 CHF | 3,266 CHF | 100.00% | 100.00% |
14/11/2024 | 19.17% | 0.05 CHF | 0.07 CHF | 240,940 | 50,000 | 234,878 | 50,000 | 13,788 CHF | 3,557 CHF | 99.27% | 99.27% |
13/11/2024 | 20.35% | 0.05 CHF | 0.07 CHF | 247,755 | 50,000 | 239,484 | 49,376 | 13,157 CHF | 3,345 CHF | 99.40% | 99.40% |
12/11/2024 | 13.08% | 0.06 CHF | 0.08 CHF | 214,265 | 50,000 | 197,757 | 50,000 | 15,238 CHF | 4,391 CHF | 100.00% | 100.00% |
11/11/2024 | 14.75% | 0.09 CHF | 0.10 CHF | 172,038 | 50,000 | 171,377 | 50,000 | 15,447 CHF | 5,226 CHF | 97.52% | 97.52% |
08/11/2024 | 17.06% | 0.07 CHF | 0.09 CHF | 205,947 | 50,000 | 213,078 | 50,000 | 14,405 CHF | 4,008 CHF | 50.83% | 50.83% |
07/11/2024 | 18.05% | 0.07 CHF | 0.08 CHF | 206,165 | 50,000 | 205,780 | 48,494 | 14,720 CHF | 4,167 CHF | 82.71% | 82.71% |