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 | 44.14% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,053 CHF | 3,022 CHF | 96.88% | 96.88% |
19/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 82.18% | 82.18% |
18/11/2024 | 44.37% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 15,598 CHF | 3,044 CHF | 100.00% | 100.00% |
15/11/2024 | 17.94% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 28,867 CHF | 3,449 CHF | 83.19% | 83.19% |
14/11/2024 | 23.84% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 28,611 CHF | 3,632 CHF | 99.27% | 99.27% |
13/11/2024 | 20.12% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 49,685 | 34,949 CHF | 4,253 CHF | 95.44% | 95.44% |
12/11/2024 | 20.22% | 0.08 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 41,507 CHF | 5,080 CHF | 87.29% | 87.29% |
11/11/2024 | 19.25% | 0.10 CHF | 0.11 CHF | 492,931 | 50,000 | 498,978 | 50,000 | 45,264 CHF | 5,500 CHF | 99.46% | 99.46% |
08/11/2024 | 17.83% | 0.10 CHF | 0.11 CHF | 489,118 | 50,000 | 499,227 | 50,000 | 46,037 CHF | 5,509 CHF | 100.00% | 100.00% |
07/11/2024 | 16.81% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 492,126 | 48,746 | 48,634 CHF | 5,701 CHF | 99.05% | 99.05% |