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 | 29.99% | 0.03 CHF | 0.04 CHF | 175,000 | 175,000 | 194,415 | 194,413 | 5,511 CHF | 7,455 CHF | 99.96% | 99.96% |
19/11/2024 | 29.81% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 189,682 | 189,683 | 5,382 CHF | 7,279 CHF | 99.82% | 99.82% |
18/11/2024 | 27.98% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 158,082 | 158,083 | 4,867 CHF | 6,448 CHF | 99.88% | 99.88% |
15/11/2024 | 25.33% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 146,843 | 146,842 | 5,071 CHF | 6,540 CHF | 100.00% | 100.00% |
14/11/2024 | 24.18% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 134,132 | 134,131 | 4,880 CHF | 6,221 CHF | 99.64% | 99.64% |
13/11/2024 | 22.02% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 107,013 | 107,013 | 4,326 CHF | 5,396 CHF | 99.93% | 99.93% |
12/11/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 104,393 | 104,392 | 4,180 CHF | 5,224 CHF | 99.80% | 99.80% |
11/11/2024 | 22.44% | 0.04 CHF | 0.05 CHF | 125,000 | 125,000 | 124,218 | 124,218 | 4,919 CHF | 6,161 CHF | 99.84% | 99.84% |
08/11/2024 | 22.37% | 0.04 CHF | 0.05 CHF | 125,000 | 125,000 | 121,461 | 121,462 | 4,827 CHF | 6,042 CHF | 99.83% | 99.83% |
07/11/2024 | 20.39% | 0.05 CHF | 0.06 CHF | 100,000 | 100,000 | 104,368 | 104,369 | 4,588 CHF | 5,632 CHF | 99.89% | 99.89% |