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 | 25.63% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 25,674 CHF | 11,058 CHF | 99.17% | 99.17% |
19/11/2024 | 32.49% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 19,753 CHF | 9,084 CHF | 99.16% | 99.16% |
18/11/2024 | 20.62% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 732,150 | 244,050 | 32,197 CHF | 13,173 CHF | 99.23% | 99.23% |
15/11/2024 | 10.79% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 465,787 | 155,262 | 41,128 CHF | 15,262 CHF | 99.17% | 99.17% |
14/11/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 433,493 | 144,498 | 56,901 CHF | 20,412 CHF | 99.15% | 99.15% |
13/11/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 43,712 CHF | 15,571 CHF | 99.16% | 99.16% |
12/11/2024 | 6.12% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 47,655 CHF | 16,885 CHF | 99.16% | 99.16% |
11/11/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 50,007 CHF | 17,669 CHF | 99.17% | 99.17% |
08/11/2024 | 4.92% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 59,619 CHF | 20,873 CHF | 99.17% | 99.17% |
07/11/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,009 | 75,003 | 55,441 CHF | 19,230 CHF | 98.26% | 98.26% |