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 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 100.00% | 100.00% |
19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 100.00% | 100.00% |
18/11/2024 | 104.41% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 94,486 | 94,486 | 945 CHF | 3,000 CHF | 100.00% | 100.00% |
15/11/2024 | 82.43% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,509 CHF | 3,485 CHF | 100.00% | 100.00% |
14/11/2024 | 65.62% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,967 CHF | 3,888 CHF | 99.24% | 99.24% |
13/11/2024 | 67.86% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 185,530 | 99,704 | 3,691 CHF | 3,988 CHF | 99.39% | 99.39% |
12/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 197,200 | 100,000 | 3,944 CHF | 4,000 CHF | 100.00% | 100.00% |
11/11/2024 | 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% |
08/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 279,565 | 100,000 | 5,591 CHF | 4,000 CHF | 100.00% | 100.00% |
07/11/2024 | 69.45% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 294,271 | 98,697 | 5,786 CHF | 3,948 CHF | 98.74% | 98.74% |