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 | 18.07% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 37,868 CHF | 15,123 CHF | 99.17% | 99.17% |
19/11/2024 | 13.53% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 692,328 | 230,776 | 48,075 CHF | 18,333 CHF | 99.17% | 99.17% |
18/11/2024 | 19.40% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 35,443 CHF | 14,315 CHF | 99.22% | 99.22% |
15/11/2024 | 21.62% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 31,114 CHF | 12,871 CHF | 99.16% | 99.16% |
14/11/2024 | 19.33% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 35,596 CHF | 14,366 CHF | 99.15% | 99.15% |
13/11/2024 | 10.80% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 52,761 CHF | 19,587 CHF | 99.16% | 99.16% |
12/11/2024 | 13.48% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 726,142 | 242,047 | 50,346 CHF | 19,202 CHF | 99.16% | 99.16% |
11/11/2024 | 13.18% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 53,256 CHF | 20,252 CHF | 99.17% | 99.17% |
08/11/2024 | 10.03% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 56,972 CHF | 20,991 CHF | 99.16% | 99.16% |
07/11/2024 | 11.07% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 631,786 | 210,595 | 53,939 CHF | 20,086 CHF | 98.19% | 98.19% |