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 | 25.69% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 499,758 | 75,000 | 28,543 CHF | 5,526 CHF | 96.88% | 96.88% |
19/11/2024 | 17.46% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 499,989 | 75,000 | 33,710 CHF | 6,013 CHF | 96.71% | 96.71% |
18/11/2024 | 19.54% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 485,144 | 63,971 | 35,601 CHF | 5,553 CHF | 100.00% | 100.00% |
15/11/2024 | 13.44% | 0.10 CHF | 0.11 CHF | 407,912 | 50,000 | 360,740 | 50,000 | 43,219 CHF | 6,863 CHF | 83.19% | 83.19% |
14/11/2024 | 12.88% | 0.13 CHF | 0.15 CHF | 347,166 | 50,000 | 358,239 | 50,000 | 44,267 CHF | 7,041 CHF | 99.27% | 99.27% |
13/11/2024 | 11.18% | 0.12 CHF | 0.14 CHF | 356,023 | 50,000 | 315,842 | 49,685 | 46,673 CHF | 8,291 CHF | 95.44% | 95.44% |
12/11/2024 | 8.09% | 0.18 CHF | 0.19 CHF | 279,708 | 50,000 | 273,193 | 50,000 | 49,809 CHF | 9,900 CHF | 61.73% | 61.73% |
11/11/2024 | 6.06% | 0.20 CHF | 0.21 CHF | 264,855 | 50,000 | 251,673 | 50,000 | 50,038 CHF | 10,566 CHF | 76.48% | 76.48% |
08/11/2024 | 6.29% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 248,750 | 50,000 | 50,050 CHF | 10,718 CHF | 100.00% | 100.00% |
07/11/2024 | 7.83% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 240,715 | 49,800 | 50,366 CHF | 11,276 CHF | 94.63% | 94.63% |