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 | 36.85% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 17,067 CHF | 8,189 CHF | 98.83% | 98.83% |
19/11/2024 | 32.01% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,245 CHF | 9,248 CHF | 99.17% | 99.17% |
18/11/2024 | 31.33% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 21,109 CHF | 9,536 CHF | 99.22% | 99.22% |
15/11/2024 | 26.50% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 24,947 CHF | 10,816 CHF | 99.16% | 99.16% |
14/11/2024 | 27.38% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 23,924 CHF | 10,475 CHF | 99.15% | 99.15% |
13/11/2024 | 27.23% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 24,103 CHF | 10,535 CHF | 98.95% | 98.95% |
12/11/2024 | 23.90% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 28,015 CHF | 11,838 CHF | 99.16% | 99.16% |
11/11/2024 | 22.17% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 30,479 CHF | 12,660 CHF | 99.17% | 99.17% |
08/11/2024 | 21.38% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 31,560 CHF | 13,020 CHF | 99.16% | 99.16% |
07/11/2024 | 19.57% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 34,917 CHF | 14,139 CHF | 97.77% | 97.77% |