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 | 33.77% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,055 CHF | 3,188 CHF | 96.88% | 96.88% |
19/11/2024 | 33.63% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,461 CHF | 3,659 CHF | 96.71% | 96.71% |
18/11/2024 | 36.94% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 19,070 CHF | 3,411 CHF | 100.00% | 100.00% |
15/11/2024 | 20.17% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 482,563 | 50,000 | 34,724 CHF | 4,403 CHF | 83.19% | 83.19% |
14/11/2024 | 18.37% | 0.08 CHF | 0.10 CHF | 461,823 | 50,000 | 478,473 | 50,000 | 35,754 CHF | 4,507 CHF | 99.27% | 99.27% |
13/11/2024 | 15.18% | 0.07 CHF | 0.09 CHF | 479,354 | 50,000 | 413,329 | 49,685 | 38,821 CHF | 5,512 CHF | 95.44% | 95.44% |
12/11/2024 | 11.51% | 0.12 CHF | 0.13 CHF | 351,808 | 50,000 | 351,029 | 50,000 | 42,299 CHF | 6,772 CHF | 87.29% | 87.29% |
11/11/2024 | 14.22% | 0.14 CHF | 0.16 CHF | 310,438 | 50,000 | 319,003 | 50,000 | 41,695 CHF | 7,536 CHF | 99.46% | 99.46% |
08/11/2024 | 12.78% | 0.14 CHF | 0.15 CHF | 314,458 | 50,000 | 321,546 | 50,000 | 42,683 CHF | 7,541 CHF | 100.00% | 100.00% |
07/11/2024 | 13.51% | 0.14 CHF | 0.15 CHF | 316,905 | 50,000 | 313,945 | 48,746 | 43,711 CHF | 7,761 CHF | 99.05% | 99.05% |