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 | 19.21% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 36,186 CHF | 14,562 CHF | 99.16% | 99.16% |
22/11/2024 | 23.86% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 28,376 CHF | 11,959 CHF | 99.17% | 99.17% |
20/11/2024 | 23.59% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 28,390 CHF | 11,963 CHF | 99.17% | 99.17% |
19/11/2024 | 26.96% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 24,403 CHF | 10,634 CHF | 99.16% | 99.16% |
18/11/2024 | 21.91% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 30,580 CHF | 12,693 CHF | 98.77% | 98.77% |
15/11/2024 | 20.89% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 32,513 CHF | 13,338 CHF | 99.16% | 99.16% |
14/11/2024 | 15.95% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 43,490 CHF | 16,997 CHF | 99.16% | 99.16% |
13/11/2024 | 17.54% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 39,234 CHF | 15,578 CHF | 98.93% | 98.93% |
12/11/2024 | 13.44% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 52,506 CHF | 20,002 CHF | 99.16% | 99.16% |
11/11/2024 | 11.38% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 62,338 CHF | 23,280 CHF | 99.16% | 99.16% |