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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 34.08% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 5,880 CHF | 8,280 CHF | 100.00% | 100.00% |
27/11/2024 | 45.66% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 4,109 CHF | 6,509 CHF | 100.00% | 100.00% |
26/11/2024 | 37.48% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 5,257 CHF | 7,657 CHF | 100.00% | 100.00% |
25/11/2024 | 27.79% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 7,456 CHF | 9,856 CHF | 100.00% | 100.00% |
22/11/2024 | 26.60% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 7,913 CHF | 10,313 CHF | 100.00% | 100.00% |
20/11/2024 | 21.31% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,165 CHF | 12,565 CHF | 100.00% | 100.00% |
19/11/2024 | 20.30% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,744 CHF | 13,144 CHF | 100.00% | 100.00% |
18/11/2024 | 15.82% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 13,993 CHF | 16,393 CHF | 100.00% | 100.00% |
15/11/2024 | 13.36% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 16,813 CHF | 19,213 CHF | 100.00% | 100.00% |
14/11/2024 | 12.54% | 0.08 CHF | 0.09 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 18,034 CHF | 20,434 CHF | 100.00% | 100.00% |