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 | 112.98% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,737 CHF | 1.69% | 96.88% |
19/11/2024 | 69.10% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,004 CHF | 1,556 CHF | 96.71% | 96.71% |
18/11/2024 | 79.02% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 6,190 CHF | 1,703 CHF | 100.00% | 100.00% |
15/11/2024 | 26.60% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 418,272 | 50,000 | 19,840 CHF | 3,114 CHF | 83.19% | 83.19% |
14/11/2024 | 21.72% | 0.06 CHF | 0.07 CHF | 375,585 | 50,000 | 416,454 | 50,000 | 21,803 CHF | 3,269 CHF | 99.27% | 99.27% |
13/11/2024 | 20.28% | 0.05 CHF | 0.07 CHF | 437,528 | 50,000 | 334,338 | 49,685 | 24,572 CHF | 4,612 CHF | 95.44% | 95.44% |
12/11/2024 | 13.78% | 0.10 CHF | 0.12 CHF | 269,672 | 50,000 | 264,819 | 50,000 | 28,643 CHF | 6,222 CHF | 87.29% | 87.29% |
11/11/2024 | 11.87% | 0.14 CHF | 0.15 CHF | 237,158 | 50,000 | 245,171 | 50,000 | 30,655 CHF | 7,036 CHF | 99.46% | 99.46% |
08/11/2024 | 10.13% | 0.13 CHF | 0.15 CHF | 237,470 | 50,000 | 244,610 | 50,000 | 31,554 CHF | 7,140 CHF | 100.00% | 100.00% |
07/11/2024 | 12.06% | 0.13 CHF | 0.15 CHF | 240,808 | 50,000 | 237,888 | 48,746 | 32,962 CHF | 7,623 CHF | 99.05% | 99.05% |