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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 22.34% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 29,866 CHF | 12,455 CHF | 98.83% | 98.83% |
22/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 30,000 CHF | 12,500 CHF | 99.29% | 99.29% |
20/11/2024 | 23.82% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 28,109 CHF | 11,870 CHF | 99.38% | 99.38% |
19/11/2024 | 26.24% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 25,249 CHF | 10,917 CHF | 99.38% | 99.38% |
18/11/2024 | 22.56% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 30,089 CHF | 12,530 CHF | 99.37% | 99.37% |
15/11/2024 | 16.98% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 40,739 CHF | 16,080 CHF | 99.34% | 99.34% |
14/11/2024 | 13.71% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 51,141 CHF | 19,547 CHF | 99.37% | 99.37% |
13/11/2024 | 15.01% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 46,366 CHF | 17,955 CHF | 99.38% | 99.38% |
12/11/2024 | 15.63% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 44,567 CHF | 17,356 CHF | 99.15% | 99.15% |
11/11/2024 | 14.33% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 48,861 CHF | 18,787 CHF | 99.13% | 99.13% |