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 | 133.33% | 0.01 CHF | 0.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 750 CHF | 3,750 CHF | 93.51% | 93.51% |
19/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,500 CHF | 3,750 CHF | 99.94% | 99.94% |
18/11/2024 | 94.72% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 70,274 | 70,274 | 1,311 CHF | 3,514 CHF | 95.61% | 95.61% |
15/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,500 CHF | 3,750 CHF | 100.00% | 100.00% |
14/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,500 CHF | 3,750 CHF | 99.57% | 99.57% |
13/11/2024 | 86.78% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 1,478 CHF | 3,722 CHF | 99.32% | 99.32% |
12/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,500 CHF | 3,750 CHF | 99.36% | 99.36% |
11/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,500 CHF | 3,750 CHF | 93.97% | 93.97% |
08/11/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,500 CHF | 3,750 CHF | 89.50% | 89.50% |
07/11/2024 | 88.01% | 0.02 CHF | 0.05 CHF | 75,000 | 75,000 | 73,795 | 73,795 | 1,452 CHF | 3,690 CHF | 93.30% | 93.30% |