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 | 67.63% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,522 CHF | 96.88% | 96.88% |
19/11/2024 | 75.44% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,697 CHF | 96.71% | 96.71% |
18/11/2024 | 96.44% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 5,025 CHF | 1,802 CHF | 100.00% | 100.00% |
15/11/2024 | 34.02% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,225 CHF | 1,991 CHF | 83.19% | 83.19% |
14/11/2024 | 39.15% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 13,611 CHF | 2,000 CHF | 99.27% | 99.27% |
13/11/2024 | 40.05% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 49,685 | 16,761 CHF | 2,492 CHF | 95.44% | 95.44% |
12/11/2024 | 36.19% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,877 CHF | 3,001 CHF | 87.29% | 87.29% |
11/11/2024 | 23.16% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,164 CHF | 99.46% | 99.46% |
08/11/2024 | 28.77% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,349 CHF | 100.00% | 100.00% |
07/11/2024 | 33.72% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 48,746 | 24,971 CHF | 3,411 CHF | 99.05% | 99.05% |