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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 28.88% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,960 CHF | 3,000 CHF | 70.35% | 70.35% |
22/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
20/11/2024 | 45.18% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,144 CHF | 2,427 CHF | 96.88% | 96.88% |
19/11/2024 | 58.25% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,447 CHF | 2,859 CHF | 96.71% | 96.71% |
18/11/2024 | 56.45% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 12,016 CHF | 2,624 CHF | 100.00% | 100.00% |
15/11/2024 | 22.15% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,235 CHF | 3,027 CHF | 83.19% | 83.19% |
14/11/2024 | 26.85% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,592 CHF | 3,219 CHF | 99.27% | 99.27% |
13/11/2024 | 24.14% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 499,381 | 49,685 | 31,059 CHF | 3,915 CHF | 95.44% | 95.44% |
12/11/2024 | 14.55% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 495,575 | 50,000 | 39,896 CHF | 4,658 CHF | 87.29% | 87.29% |
11/11/2024 | 12.07% | 0.09 CHF | 0.11 CHF | 454,868 | 50,000 | 469,969 | 50,000 | 42,297 CHF | 5,082 CHF | 99.46% | 99.46% |