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 | 28.57% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,000 CHF | 4,000 CHF | 100.00% | 100.00% |
19/11/2024 | 28.76% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,949 CHF | 3,983 CHF | 100.00% | 100.00% |
18/11/2024 | 33.87% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 283,458 | 94,486 | 8,309 CHF | 3,849 CHF | 100.00% | 100.00% |
15/11/2024 | 25.97% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 10,275 CHF | 4,425 CHF | 100.00% | 100.00% |
14/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,000 CHF | 5,000 CHF | 99.24% | 99.24% |
13/11/2024 | 22.55% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 299,112 | 99,704 | 11,938 CHF | 4,985 CHF | 99.40% | 99.40% |
12/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,000 CHF | 5,000 CHF | 100.00% | 100.00% |
11/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 15,000 CHF | 6,000 CHF | 100.00% | 100.00% |
08/11/2024 | 21.77% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,335 CHF | 5,112 CHF | 100.00% | 100.00% |
07/11/2024 | 19.91% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 296,091 | 98,697 | 14,252 CHF | 5,777 CHF | 98.74% | 98.74% |