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 | 38.25% | 0.04 CHF | 0.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 2,137 CHF | 3,137 CHF | 99.97% | 99.97% |
19/11/2024 | 35.89% | 0.05 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 2,296 CHF | 3,296 CHF | 99.76% | 99.76% |
18/11/2024 | 36.85% | 0.05 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 2,232 CHF | 3,232 CHF | 99.92% | 99.92% |
15/11/2024 | 33.06% | 0.05 CHF | 0.07 CHF | 50,000 | 50,000 | 49,778 | 49,776 | 2,518 CHF | 3,513 CHF | 100.00% | 100.00% |
14/11/2024 | 29.87% | 0.06 CHF | 0.08 CHF | 25,000 | 25,000 | 30,179 | 30,179 | 1,701 CHF | 2,304 CHF | 99.66% | 99.66% |
13/11/2024 | 31.09% | 0.06 CHF | 0.08 CHF | 50,000 | 50,000 | 38,971 | 38,971 | 2,110 CHF | 2,889 CHF | 99.96% | 99.96% |
12/11/2024 | 29.26% | 0.06 CHF | 0.08 CHF | 25,000 | 25,000 | 25,262 | 25,262 | 1,475 CHF | 1,980 CHF | 99.81% | 99.81% |
11/11/2024 | 27.14% | 0.07 CHF | 0.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,602 CHF | 2,102 CHF | 99.77% | 99.77% |
08/11/2024 | 25.96% | 0.07 CHF | 0.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,678 CHF | 2,178 CHF | 99.88% | 99.88% |
07/11/2024 | 24.21% | 0.08 CHF | 0.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,818 CHF | 2,318 CHF | 99.90% | 99.90% |