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 | 18.16% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 25,035 CHF | 1,502 CHF | 96.64% | 96.64% |
19/11/2024 | 17.82% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 25,639 CHF | 1,532 CHF | 99.68% | 99.68% |
18/11/2024 | 15.84% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 23,897 | 30,000 CHF | 1,680 CHF | 100.00% | 100.00% |
15/11/2024 | 13.17% | 0.07 CHF | 0.08 CHF | 454,677 | 25,000 | 456,390 | 25,000 | 32,424 CHF | 2,026 CHF | 100.00% | 100.00% |
14/11/2024 | 12.02% | 0.08 CHF | 0.09 CHF | 458,287 | 25,000 | 457,717 | 25,000 | 35,868 CHF | 2,209 CHF | 93.90% | 93.90% |
13/11/2024 | 12.20% | 0.07 CHF | 0.08 CHF | 453,004 | 25,000 | 457,653 | 24,963 | 35,364 CHF | 2,177 CHF | 96.70% | 96.70% |
12/11/2024 | 10.73% | 0.08 CHF | 0.09 CHF | 413,741 | 25,000 | 394,192 | 25,000 | 34,898 CHF | 2,470 CHF | 99.63% | 99.63% |
11/11/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 322,338 | 25,000 | 334,201 | 25,000 | 37,449 CHF | 3,055 CHF | 100.00% | 100.00% |
08/11/2024 | 10.12% | 0.10 CHF | 0.11 CHF | 384,266 | 25,000 | 378,625 | 25,000 | 35,612 CHF | 2,601 CHF | 100.00% | 100.00% |
07/11/2024 | 9.46% | 0.10 CHF | 0.11 CHF | 349,461 | 25,000 | 356,381 | 24,892 | 36,422 CHF | 2,797 CHF | 95.98% | 95.98% |