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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 4,000 CHF | 100.00% | 100.00% |
20/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 4,000 CHF | 100.00% | 100.00% |
19/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 291,567 | 100,000 | 5,831 CHF | 4,000 CHF | 100.00% | 100.00% |
18/11/2024 | 75.20% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 283,458 | 94,486 | 5,383 CHF | 3,848 CHF | 100.00% | 100.00% |
15/11/2024 | 54.25% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 292,456 | 100,000 | 5,846 CHF | 3,528 CHF | 100.00% | 100.00% |
14/11/2024 | 40.30% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,127 CHF | 3,072 CHF | 99.24% | 99.24% |
13/11/2024 | 32.31% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 299,112 | 99,704 | 8,158 CHF | 3,736 CHF | 99.40% | 99.40% |
12/11/2024 | 29.98% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 299,792 | 99,948 | 8,623 CHF | 3,874 CHF | 100.00% | 100.00% |
11/11/2024 | 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% |
08/11/2024 | 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% |